Well, there is Josephus and Tacitus, but Jo was a believer, wrote thirty years after the fact, and never even claimed to have met Jesus. He was merely recording the stories he'd been told. In the case of Tacitus, he wrote about what Christians did, but the one passage Christians try to point to which supposedly confirms the Jesus story has been shown to be a much later addition to his writings, probably by zealous monks.
So, in the end, there is no independent or contemporary or credible external documentation of any such person. Moreover, the objective observer we do have, Pliny the elder, writes about lots of self-proclaimed messiahs in Roman Judea at the time, but none of their claims or stories match the Jesus myth.