Recently, I ran across the God who wasn't there, a "documentary" claiming to prove that Jesus never existed.
This idea is way outside the mainstream of historical scholarship. Even most of the liberal, Jesus-seminar types take for granted that Jesus was a historical figure. In fact, the point is so established that I'm tempted to think there's no reason to spend any time defending it.
However, there are still apparently people who question it, and it couldn't hurt to compile the evidence for possible future use.
As far as I know, the historical sources which support Jesus' existence are the four Gospels, Paul's letters (I Corinthians in particular), the Jewish historian Josephus, and the Roman historian Tacitus. Let's examine them one at a time:
In The Annals of Imperial Rome (early second century), Tacitus gives Christians a passing mention, commenting that they are a Jewish sect who follow a teacher that Pontias Pilate crucified. Tacitus considers Christianity harmful to Rome and he gives them a slightly sympathetic treatment only because he hated Nero even more, and nobody deserves to be burned alive just for sport. It is unlikely that Tacitus was relying solely on Christian accounts about a specific execution in a specific place at a specific time. If there was no other reason to think it was true, he would not have reported it uncritically and mater-of-factly, as he does.
The Jewish historian Josephus mentions Jesus twice in his work Antiquities of the Jews (late first century). Although there is some debate over the authenticity of one of the passages, it is clear that Josephus viewed Jesus as a historical figure.
3) The Apostle Paul
Paul's letters represent the earliest extant references to Jesus, at least according to mainstream contemporary dating. Paul clearly believed that Jesus was a real, historical figure. He refers for instance to "the man Christ Jesus", and "all the fullness of deity dwelling in bodily form". I Cor. 15:3-7 is poetic in structure, and it is generally agreed that Paul is quoting an early creed of sorts, attesting that Christian belief in the death and resurrection of Jesus dates to the earliest times. Since I Corinthians was written in the mid to late 50's, this dates this early creed to less than 20 years from the time of Jesus' death.
4) The Gospels
Mark is generally considered the earliest of the gospels. The latest date scholars suggest for it is the early 70's, 40 years after Christ's execution. It is well established that Mark is acting as an editor, drawing on earlier material to create his gospel. According to tradition, Mark is compiling Peter's memoirs. I think this is unlikely on textual grounds, but at any rate he is drawing much of his material from pre-existing sources.
The trailer for the God who wasn't there quotes someone to the effect that Mark was making a symbolic point and probably didn't believe that Jesus was a historical figure. This is utter nonsense and, again, way outside the mainstream. In the last 30 or 40 years, there's been a renewal in Markan scholarship as people realized that Mark wasn't simply acting as a dumb editor, throwing previous sources together in a more or less haphazard way, but was extremely careful and thorough in the way he composes his material. He had a definite theological agenda in mind, and it shows. I suppose this is what the movie is referring to when it says Mark's point was "symbolic". But this in no way suggests that he didn't think Jesus was a historical figure, and it certainly doesn't mean that Mark's sources from less than four decades after Christ's death were composed as myth rather than history.
If you are making a theological point by re-telling an existing myth, you choose as your subject Zeus or Achilles or some other well-established figure. You do not choose a person who died 40 years ago, because a person who died 40 years ago is not a myth. In fact there are still people walking around who can testify to the fact that your story is a bunch of hooey because they were there at the time.
On the other synoptics: Matthew and Luke were written after Mark, and use his material as the basis for some of their material. However, there are several respects in which Matthew and Luke agree with each other on material not found in Mark. The standard way to resolve this is to posit a second source (call it 'Q'), which Matthew and Luke had access to, but Mark did not. This would be another relatively early source about the life of Jesus.
Furthermore, even when Matthew and Luke follow Mark's account, they occasionally differ from him on minor details. The most obvious way to interpret this is to assume that Matthew and Luke believed they had additional information about the event which was not available to Mark himself. This attention to detail powerfully suggests that they are writing history.
One last point: Matthew occasionally makes reference to contemporary facts which his readers are presumably aware of. In 27:8, he explains that the field Judas hung himself in is called the field of blood "to this day", and in 28:14-15 he explains the origin of the "disciples stole the body" explanation for the resurrection, which "has been spread among the Jews to this day". These are not the kind of specific, easily falsifiable historical facts that you put in your gospel if you are not writing a history.
I don't have any special comments about John's gospel, except to say that it is yet another (late first century) testimony to Jesus' existence.
So there are several independent sources (Paul, Mark, Q, Tacitus, Josephus) which confirm the historicity of Jesus, some of which contain material that dates to within a few decades of Jesus' death in the 30's. If this is not convincing historical evidence, than nothing is.
In order to affirm the non-existence of Jesus, it is necessary to assume that, around A.D. 40-50 (remember, by the late 50's Paul was converted and quoting an early creed), some disgruntled Jews got together and decided to invent a teacher who was supposedly crucified publicly in a specific place by a few specific people just 10 or 20 years prior, and these disgruntled Jews managed to not only survive but flourish in Jerusalem, the very city in which this mythical teacher was supposedly crucified, in which almost everyone over 30 could easily testify to the falsity of the story, and in which several of the historical figures who supposedly played a part would still have been alive. Over the next few decades, several stories and primary documents about this fabricated teacher emerged and were consolidated in the writings of Paul and the gospels that we have today. Despite the fact that the founders and (one must assume) a great deal of the early followers knew Jesus had never existed, they were willing to endure the early Jewish persecution and Nero's later (A.D. 60's) persecution, in some cases choosing to be burned alive and eaten by wild animals rather than renounce their faith in an imaginary savior.
Despite the alarming ease with which this story could have been shown to be false, the Christians also managed to hoodwink even non-Christian historians like Josephus and Tacitus into thinking that Jesus actually existed. This stretches the bounds of credibility.
I could go on, but I think you get the point. I'll close with a quotation from St. Augustine's City of God:
It is incredible that Jesus Christ should have risen in the flesh and ascended with flesh into heaven; it is incredible that the world should have believed so incredible a thing; it is incredible that a very few men, of mean birth and the lowest rank, and no education, should have been able so effectually to persuade the world, and even its learned men, of so incredible a thing. Of these three incredibles, the parties with whom we are debating refuse to believe the first; they cannot refuse to believe the second, which they are unable to account for if they do no believe the third.