And beginning with Moses and all the Prophets, he (Jesus) interpreted to them in all the Scriptures the things concerning himself. -- Luke 24:27 (ESV)

Moses wrote the first 5 books of the Bible, the Prophets wrote a large part of the Old Testament.

Prophecy in Genesis

I (God) will put enmity between you (the devil) and the woman, and between your offspring and her offspring;
He (Jesus) shall bruise your head, and you shall bruise his heel.”

-- Genesis 3:15 (ESV)

and

Then Jacob called his sons and said, “Gather yourselves together, that I may tell you what shall happen to you in days to come...

The scepter shall not depart from Judah, nor the ruler's staff from between his feet, until tribute comes to him; and to him shall be the obedience of the peoples.

-- Genesis 49:1,10 (ESV)

Prophecy in Deuteronomy

For Moses truly said to the fathers,

The LORD your God will raise up for you a Prophet like me from your brethren. Him you shall hear in all things, whatever He says to you. And it shall be that every soul who will not hear that Prophet shall be utterly destroyed from among the people.’

Yes, and all the prophets, from Samuel and those who follow, as many as have spoken, have also foretold these days. You are sons of the prophets, and of the covenant which God made with our fathers, saying to Abraham, And in your seed all the families of the earth shall be blessed.’

To you first, God, having raised up His servant Jesus, sent him to bless you, in turning away every one of you from your iniquities.” -- Acts 3:22-26 (NKJV)

Moses expected a Jewish prophet as the Christ:

“The LORD your God will raise up for you a Prophet like me from your midst, from your brethren. Him you shall hear, according to all you desired of the LORD your God in Horeb in the day of the assembly, saying, Let me not hear again the voice of the LORD my God, nor let me see this great fire anymore, lest I die.’

“And the LORD said to me: What they have spoken is good. I will raise up for them a prophet like you from among their brethren, and will put My words in his mouth, and he shall speak to them all that I command him. And it shall be that whoever will not hear My words, which he speaks in My name, I will require it of him.

-- Deuteronomy 18:15-19 (NKJV)

Prophecy of the second Psalm

So Paul stood up, and motioning with his hand said: ...

We bring you the good news that what God promised to the fathers, this He has fulfilled to us their children by raising Jesus, as also it is written in the second Psalm,

"You are My Son, today I have begotten you."

-- Acts 13:16, 32-33 (ESV)

The prophecy is about the LORD (YHVH) warning the kings about His Son.

Why do the nations rage and the peoples plot in vain?

The kings of the earth set themselves, and the rulers take counsel together, against the LORD and against his anointed, saying,

“Let us burst their bonds apart and cast away their cords from us.”

He who sits in the heavens laughs; the Lord holds them in derision.

Then he will speak to them in his wrath, and terrify them in his fury, saying,

“As for Me, I have set My king on Zion, My holy hill.”

I will tell of the decree: The LORD said to me,

“You are My Son; today I have begotten you.
Ask of Me, and I will make the nations your heritage, and the ends of the earth your possession.
You shall break them with a rod of iron and dash them in pieces like a potter's vessel.”

Now therefore, O kings, be wise; be warned, O rulers of the earth.

Serve the LORD with fear, and rejoice with trembling.

Kiss the Son, lest he be angry, and you perish in the way, for his wrath is quickly kindled.

Blessed are all who take refuge in him.

-- Psalm 2 (ESV)

Commentary note:

The closing verses of Psalm 2 call the kings of the earth to honor and serve the Lord and, by implication, his representative on earth, the king of Israel. The final verse calls human leaders to "submit to God's royal son" (2:12). The NLT captures the sense of the Hebrew here, though not its literal meaning. In fact, the original text instructed the kings to "Kiss the son" (nashequ-bar). In the culture of the Ancient Near East, the kiss was a sign of submission to an authority. We see this, for example, in 1 Samuel 10:1, when Samuel kisses Saul to symbolize Saul's being appointed as the rule of Israel. The NRSV translates the beginning of Psalm 2:12 with "kiss his feet," since this English phrase uses the word "kiss" with a sense of submission.

As we read Psalm 2 today, our context is quite different. We no longer have human kings ruling over us. And we have come to understand that Psalm 2 points ahead to the one who was fully the Son of God.

-- Theology of Work

David's prophecy

Psalm 16

Men of Israel, hear these words: Jesus of Nazareth... For David says concerning him,

‘I saw the LORD always before me, for He is at my right hand that I may not be shaken;
therefore my heart was glad, and my tongue rejoiced; my flesh also will dwell in hope.
For You will not abandon my soul to Hades, or let Your holy one see corruption.
You have made known to me the paths of life; You will make me full of gladness with Your presence.’

Brothers, I may say to you with confidence about the patriarch David that he both died and was buried, and his tomb is with us to this day. Being therefore a prophet, and knowing that God had sworn with an oath to him that he would set one of his descendants on his throne, he foresaw and spoke about the resurrection of the Christ, that he was not abandoned to Hades, nor did his flesh see corruption. This Jesus God raised up, and of that we all are witnesses. Being therefore exalted at the right hand of God, and having received from the Father the promise of the Holy Spirit, he has poured out this that you yourselves are seeing and hearing.

-- Acts 2:22,25-34 (ESV)

Peter quoted David's "Miktam":

I have set the LORD always before me; because He is at my right hand, I shall not be shaken.
Therefore my heart is glad, and my whole being rejoices; my flesh also dwells secure.
For you will not abandon my soul to Sheol, or let Your holy one see corruption.
You make known to me the path of life; in Your presence there is fullness of joy; at Your right hand are pleasures forevermore.

-- Psalm 16:8-11 (ESV)

Psalm 110

Now while the Pharisees were gathered together,

Jesus asked them a question, saying, “What do you think about the Christ? Whose son is he?”
They said to him, “The son of David.”
He said to them, “How is it then that David, in the Spirit, calls him Lord, saying,

‘The LORD (YHVH) said to my Lord, sit at My right hand, until I put your enemies under your feet’?

If then David calls him Lord, how is he his son?”

And no one was able to answer him a word, nor from that day did anyone dare to ask him any more questions.

-- Matthew 22:41-46 (ESV); Mark 12:35–37; Luke 20:40–44

Jesus quoted Psalm 110 which implies that the LORD (YHVH) was prophesying about him in that Psalm:

The LORD says to my Lord:

“Sit at my right hand, until I make your enemies your footstool.”

The LORD sends forth from Zion your mighty scepter.
Rule in the midst of your enemies!
Your people will offer themselves freely on the day of your power, in holy garments;
from the womb of the morning, the dew of your youth will be yours.

The LORD has sworn and will not change his mind,

“You are a priest forever after the order of Melchizedek.”

The Lord is at your right hand; he will shatter kings on the day of his wrath.
He will execute judgment among the nations, filling them with corpses;
He will shatter chiefs over the wide earth.
He will drink from the brook by the way;
therefore he will lift up his head.

-- Psalm 110 (ESV)

More proof that this Psalm was not written for an ordinary king:

• God never instructed anyone to "offer themselves" for an ordinary human king.
• No ordinary human king in the history required anyone to appear before him in "holy garments".
• No ordinary human king can claim to be "a priest forever".

Isaiah's prophecies

Isaiah 7:14-16

When his mother Mary had been betrothed to Joseph, before they came together she was found to be with child from the Holy Spirit. And her husband Joseph, being a just man and unwilling to put her to shame, resolved to divorce her quietly. But as he considered these things, behold, an angel of the Lord appeared to him in a dream, saying, “Joseph, son of David, do not fear to take Mary as your wife, for that which is conceived in her is from the Holy Spirit. She will bear a son, and you shall call his name Jesus, for he will save his people from their sins.” All this took place to fulfill what the Lord had spoken by the prophet:

“Behold, the virgin shall conceive and bear a son, and they shall call his name Immanuel” (which means, God with us).

When Joseph woke from sleep, he did as the angel of the Lord commanded him: he took his wife, but knew her not until she had given birth to a son. And he called his name Jesus.

-- Matthew 1:18-25 (ESV)

Isaiah's prophecy:

Therefore the Lord himself will give you a sign.

Behold, the virgin shall conceive and bear a son, and shall call his name Immanuel.

He shall eat curds and honey when he knows how to refuse the evil and choose the good. For before the boy knows how to refuse the evil and choose the good, the land whose two kings you dread will be deserted.

-- Isaiah 7:14-16 (ESV)

The original prophecy was for another boy called "Immanuel", however according to Matthew, this prophecy was fulfilled a second time when Jesus was born.

Joseph was concerned about the miraculous pregnancy of Mary and the angel provided a prophecy Joseph knew to comfort him.

Isaiah 9:6-7

For a child will be born to us, [Lit. “has been born.” The verse is written in past tense]
a son will be given to us,
and the government will be on his shoulders.
And he will call his name
Wonderful Counselor, Mighty Hero, [Or, “Mighty God,” or, “God is mighty”] Father of the Coming Age, [Or, “Everlasting Father,” or, “the Father is Everlasting”] Prince of Peace.

Of the increase of his government and of peace there will be no end, on the throne of David and over his kingdom, to establish it and to uphold it with justice and with righteousness from this time forth and forevermore. The zeal of the LORD of hosts will do this.

-- Isaiah 9:6-7 (REV)

(Note that the correct translation is debatable)

Isaiah 11:1-5

There shall come forth a shoot from the stump of Jesse, and a branch from his roots shall bear fruit.

And the Spirit of the LORD shall rest upon him,
the Spirit of wisdom and understanding,
the Spirit of counsel and might,
the Spirit of knowledge and the fear of the LORD.

And his delight shall be in the fear of the LORD.

He shall not judge by what his eyes see, or decide disputes by what his ears hear, but with righteousness he shall judge the poor, and decide with equity for the meek of the earth; and he shall strike the earth with the rod of his mouth, and with the breath of his lips he shall kill the wicked.

Righteousness shall be the belt of his waist, and faithfulness the belt of his loins.

-- Isaiah 11:1-5 (ESV)

Isaiah 42:1-4

But when Jesus knew it, he withdrew from there. And great multitudes followed him, and he healed them all. Yet he warned them not to make him known, that it might be fulfilled which was spoken by Isaiah the prophet, saying:

“Behold! My servant whom I have chosen,
My beloved in whom My soul is well pleased!
I will put My Spirit upon him,
And he will declare justice to the gentiles.
He will not quarrel nor cry out,
Nor will anyone hear his voice in the streets.
A bruised reed he will not break,
And smoking flax he will not quench,
Till he sends forth justice to victory;
And in his name Gentiles will trust.”

-- Matthew 12:15-21 (NKJV)

Isaiah's prophecy:

“Behold! My servant whom I uphold,
My elect one in whom My soul delights!
I have put My Spirit upon him;
He will bring forth justice to the gentiles.
He will not cry out, nor raise his voice,
Nor cause his voice to be heard in the street.
A bruised reed he will not break,
And smoking flax He will not quench;
He will bring forth justice for truth.
He will not fail nor be discouraged,
Till He has established justice in the earth;
And the coastlands shall wait for His law.”

-- Isaiah 42:1-4 (NKJV)

Isaiah 52-53

For I tell you that this Scripture must be fulfilled in me (Jesus):

"And he was numbered with the transgressors."

For what is written about me has its fulfillment.”

-- Luke 22:37 (ESV)

Isaiah's prophecy:

Behold, My servant shall act wisely; (John 7:15-16)
he shall be high and lifted up, and shall be exalted. (Philippians 2:5-11)
As many were astonished at you
(his appearance was so marred, beyond human semblance, and his form beyond that of the children of mankind)
so shall he sprinkle many nations.

Kings shall shut their mouths because of him, for that which has not been told them they see, and that which they have not heard they understand.

Who has believed what he has heard from us?
And to whom has the arm of the LORD been revealed?

For he grew up before Him like a young plant, and like a root out of dry ground; (Luke 2:52)
he had no form or majesty that we should look at him, and no beauty that we should desire him. (John 7:24; Matthew 11:8)

He was despised and rejected by men, (John 7:1-9; Matthew 11:9)
a man of sorrows, and acquainted with grief;
and as one from whom men hide their faces he was despised, and we esteemed him not.
Surely he has borne our griefs and carried our sorrows;
yet we esteemed him stricken, smitten by God, and afflicted.

But he was pierced for our transgressions; he was crushed for our iniquities; (John 12:27; Galatians 2:21)
upon him was the chastisement that brought us peace, and with his wounds we are healed.

All we like sheep have gone astray; (John 10:11-18; Mark 14:27)
we have turned — every one — to his own way;
and the LORD has laid on him the iniquity of us all.

He was oppressed, and he was afflicted, yet he opened not his mouth;
like a lamb that is led to the slaughter, and like a sheep that before its shearers is silent, so he opened not his mouth. (John 1:29, 1 Peter 1:19, Revelation 1:17)

By oppression and judgment he was taken away;
and as for his generation, who considered that he was cut off out of the land of the living, stricken for the transgression of my people?

And they made his grave with the wicked and with a rich man in his death, although he had done no violence, and there was no deceit in his mouth.
Yet it was the will of the LORD to crush him;
he has put him to grief;
when his soul makes an offering for guilt, he shall see his offspring; he shall prolong his days;
the will of the LORD shall prosper in his hand.

Out of the anguish of his soul he shall see and be satisfied;
by his knowledge shall the righteous one, My servant, make many to be accounted righteous, and he shall bear their iniquities.
Therefore I will divide him a portion with the many, and he shall divide the spoil with the strong, (Revelation 1:5-6)
because he poured out his soul to death and was numbered with the transgressors;
yet he bore the sin of many, and makes intercession for the transgressors.

-- Isaiah 52:13-53:12 (ESV)

Isaiah 54:13

It is written in the Prophets,

"And they will all be taught by God."

Everyone who has heard and learned from the Father comes to me (Jesus) — not that anyone has seen the Father except he who is from God; he has seen the Father.

-- John 6:45-46 (ESV)

Isaiah's prophecy:

All your children shall be taught by the LORD,
and great shall be the peace of your children. -- Isaiah 54:13 (ESV)

Isaiah 61:1-2

And Jesus returned in the power of the Spirit to Galilee, and a report about him went out through all the surrounding country. And he taught in their synagogues, being glorified by all.

And he came to Nazareth, where he had been brought up. And uas was his custom, he went to the synagogue on the Sabbath day, and he stood up to read. And the scroll of the prophet Isaiah was given to him. He unrolled the scroll and found the place where it was written,

“The Spirit of the Lord is upon me, because he has anointed me to proclaim good news to the poor.
He has sent me to proclaim liberty to the captives and recovering of sight to the blind, to set at liberty those who are oppressed, to proclaim the year of the Lord’s favor.”

And he rolled up the scroll and gave it back to the attendant and sat down. And the eyes of all in the synagogue were fixed on him.

And he began to say to them, “Today this Scripture has been fulfilled in your hearing.”

And all spoke well of him and marveled at the gracious words that were coming from his mouth.

-- Luke 4:14-22

Isaiah's prophecy:

The Spirit of the LORD God is upon me, because the LORD has anointed me to bring good news to the poor;
He has sent me to bind up the brokenhearted, to proclaim liberty to the captives, and the opening of the prison to those who are bound; to proclaim the year of the LORD’s favor, and the day of vengeance of our God; to comfort all who mourn; -- Isaiah 61:1-2 (ESV)

Jeremiah's prophecies

Jeremiah 23:5-6

“Behold, the days are coming,” says the LORD,
"That I will raise to David a branch of righteousness; A king shall reign and prosper, and execute judgment and righteousness in the earth. In his days Judah will be saved, and Israel will dwell safely;
Now this is his name by which he will be called: THE LORD OUR RIGHTEOUSNESS."

-- Jeremiah 23:5-6 (NKJV)

(Some argue this refers to Jesus, but it is debatable whether he really saved Judah and made Israel dwell safely in his days)

Jeremiah 30:21

Their prince shall be one of themselves; their ruler shall come out from their midst; I will make him draw near, and he shall approach me, for who would dare of himself to approach me?

declares the LORD.

-- Jeremiah 30:21 (ESV)

Daniel's prophecies

Daniel 7

In the first year of Belshazzar king of Babylon, Daniel saw a dream and visions of his head as he lay in his bed. Then he wrote down the dream and told the sum of the matter.

Daniel declared, “I saw in my vision by night, and behold, the four winds of heaven were stirring up the great sea. And four great beasts came up out of the sea, different from one another. The first was like a lion and had eagles’ wings. Then as I looked its wings were plucked off, and it was lifted up from the ground and made to stand on two feet like a man, and the mind of a man was given to it. And behold, another beast, a second one, like a bear. It was raised up on one side. It had three ribs in its mouth between its teeth; and it was told, ‘Arise, devour much flesh.’ After this I looked, and behold, another, like a leopard, with four wings of a bird on its back. And the beast had four heads, and dominion was given to it. After this I saw in the night visions, and behold, a fourth beast, terrifying and dreadful and exceedingly strong. It had great iron teeth; it devoured and broke in pieces and stamped what was left with its feet. It was different from all the beasts that were before it, and it had ten horns. I considered the horns, and behold, there came up among them another horn, a little one, before which three of the first horns were plucked up by the roots. And behold, in this horn were eyes like the eyes of a man, and a mouth speaking great things.

“As I looked, thrones were placed, and the Ancient of Days took his seat;
His clothing was white as snow, and the hair of His head like pure wool;
His throne was fiery flames;
fits wheels were burning fire.

A stream of fire issued and came out from before him;
a thousand thousands served him,
and ten thousand times ten thousand stood before him;
the court sat in judgment,
and the books were opened.

“I looked then because of the sound of the great words that the horn was speaking. And as I looked, the beast was killed, and its body destroyed and given over to be burned with fire. As for the rest of the beasts, their dominion was taken away, but their lives were prolonged for a season and a time.

“I saw in the night visions, and behold, with the clouds of heaven there came one like a son of man, (Revelation 1:7)
and he came to the Ancient of Days
and was presented before Him.

And to him was given dominion and glory and a kingdom, (Matthew 24:30)
that all peoples, nations, and languages should serve him;
his dominion is an everlasting dominion, which shall not pass away, and his kingdom one that shall not be destroyed.

“As for me, Daniel, my spirit within me was anxious, and the visions of my head alarmed me. I approached one of those who stood there and asked him the truth concerning all this. So he told me and made known to me the interpretation of the things. ‘These four great beasts are four kings who shall arise out of the earth. But the saints of the Most High shall receive the kingdom and possess the kingdom forever, forever and ever.’

“Then I desired to know the truth about the fourth beast, which was different from all the rest, exceedingly terrifying, with its teeth of iron and claws of bronze, and which devoured and broke in pieces and stamped what was left with its feet, and about the ten horns that were on its head, and the other horn that came up and before which three of them fell, the horn that had eyes and a mouth that spoke great things, and that seemed greater than its companions. As I looked, this horn made war with the saints and prevailed over them, until the Ancient of Days came, and judgment was given for the saints of the Most High, and the time came when the saints possessed the kingdom.

“Thus he said: ‘As for the fourth beast, there shall be a fourth kingdom on earth, which shall be different from all the kingdoms, and it shall devour the whole earth, and trample it down, and break it to pieces.
As for the ten horns, out of this kingdom ten kings shall arise, and another shall arise after them; he shall be different from the former ones, and shall put down three kings.
He shall speak words against the Most High, and shall wear out the saints of the Most High, and shall think to change the times and the law; and they shall be given into his hand for a time, times, and half a time.

But the court shall sit in judgment, and his dominion shall be taken away, to be consumed and destroyed eto the end.

And the kingdom and the dominion and the greatness of the kingdoms under the whole heaven shall be given to the people of the saints of the Most High; his kingdom shall be an everlasting kingdom, and all dominions shall serve and obey him.’

“Here is the end of the matter. As for me, Daniel, my thoughts greatly alarmed me, and my color changed, but I kept the matter in my heart.”

-- Daniel 7 (ESV)

Daniel 9:24-27

“70 weeks are (decreed/word) about your people and your holy city:

• to finish the transgression,
  
• to put an end to sin, and
  
• to atone for iniquity,
  
• to bring in everlasting righteousness,
  
• to seal both vision and prophet, and
  
• to anoint a most holy (place/of God).

Know therefore and understand that from the going out of the word to restore and build Jerusalem to the coming of an anointed one, a prince, there shall be 7 weeks.

Then for 62 weeks it shall be built again with squares and moat, but in a troubled time.

And after the 62 weeks, an anointed one shall be cut off and shall have nothing.

And the people of the prince who is to come shall destroy the city and the sanctuary. Its end shall come with a flood, and to the end there shall be war. Desolations are decreed.

And he shall make a strong covenant with many for one week, and for half of the week he shall put an end to sacrifice and offering. And on the wing of abominations shall come one who makes desolate, until the decreed end is poured out on the desolator.”

-- Daniel 9:24-27 (ESV)

Explanations by different views:

Gospels quoting Hosea's prophecies

And he (Joseph) rose and took the child (Jesus) and his mother by night and departed to Egypt and remained there until the death of Herod. This was to fulfill what the Lord had spoken by the prophet,

“Out of Egypt I called My son.”

-- Matthew 2:14-15 (ESV)

However, Hosea did not prophecy about Jesus. Instead, he referred to Israel:

When Israel was a child, I loved him,
And out of Egypt I called My son.
As they called them, so they went from them;
They sacrificed to the Baals, and burned incense to carved images.

-- Hosea 11:1 (ESV)

It does not make sense that Jesus would "sacrifice to the Baals" or "burn incense to carved images". What Matthew perhaps tried to communicate is that Jesus had a similar experience like the Israelites that had to come out of Egypt after God dealt with the king.

Gospels quoting Zechariah

Zechariah 9:9

The next day the large crowd that had come to the feast heard that Jesus was coming to Jerusalem.

So they took branches of palm trees and went out to meet him, crying out, “Hosanna! Blessed is he who comes in the name of the Lord, even the King of Israel!”

And Jesus found a young donkey and sat on it, just as it is written,

“Fear not, daughter of Zion; behold, your king is coming, sitting on a donkey's colt!”

His disciples did not understand these things at first, but when Jesus was glorified, then they remembered that these things had been written about him and had been done to him. John 12:12-16

Zechariah's prophecy:

The burden of the word of the LORD...

Rejoice greatly, O daughter of Zion!

Shout aloud, O daughter of Jerusalem! Behold, your king is coming to you; righteous and having salvation is he, humble and mounted on a donkey, on a colt, the foal of a donkey.

-- Zechariah 9:1,9 (ESV)

Zechariah 12:20

And again another Scripture says, “They shall look on him whom they pierced.” -- John 19:37 (NKJV)

Zechariah's prophecy:

And I will pour out on the house of David and the inhabitants of Jerusalem a spirit of compassion and supplication, so that, when they look on him whom they have pierced, they shall mourn for him, as one mourns for an only child, and weep bitterly over him, as one weeps over a first-born. -- Zechariah 12:10 (RSV)

Zechariah 13:7-9

And Jesus said to them, “You will all fall away, for it is written,

‘I will strike the shepherd, and the sheep will be scattered.’”

-- Mark 14:27 (ESV); Matthew 26:31

Zechariah's prophecy:

“Awake, O sword, against My shepherd, against the man who stands next to me,” declares the LORD of hosts.

“Strike the shepherd, and the sheep will be scattered;
I will turn my hand against the little ones.
In the whole land, declares the LORD, two thirds shall be cut off and perish, and one third shall be left alive.
And I will put this third into the fire, and refine them as one refines silver, and test them as gold is tested.

They will call upon My name, and I will answer them.

I will say, ‘They are My people’; and they will say, ‘The LORD is my God.’”

-- Zechariah 13:7-9 (ESV)

Gabriel's prophecy

In the sixth month the angel Gabriel was sent from God to a city of Galilee named Nazareth, to a virgin betrothed to a man whose name was Joseph, of the house of David. And the virgin's name was Mary.

And he came to her and said, “Greetings, O favored one, the Lord is with you!”

But she was greatly troubled at the saying, and tried to discern what sort of greeting this might be.

And the angel said to her, “Do not be afraid, Mary, for you have found favor with God. And behold, you will conceive in your womb and bear a son, and you shall call his name Jesus. He will be great and will be called the Son of the Most High. And the Lord God will give to him the throne of his father David, and he will reign over the house of Jacob forever, and of his kingdom there will be no end.”
And Mary said to the angel, “How will this be, since I am a virgin?”
And the angel answered her, “The Holy Spirit will come upon you, and the power of the Most High will overshadow you; therefore the child to be born will be called holy — the Son of God. And behold, your relative Elizabeth in her old age has also conceived a son, and this is the sixth month with her who was called barren. For nothing will be impossible with God.”

-- Luke 1:26-37 (ESV)

The wise men quoting Micah's prophecy

So they (wise men) said to him (Herod),

“In Bethlehem of Judea, for thus it is written by the prophet:
‘But you, Bethlehem, in the land of Judah,
Are not the least among the rulers of Judah;
For out of you shall come a ruler
Who will shepherd My people Israel.’ ”

-- Matthew 2:5-6 (NKJV)

This was probably a paraphrased quotation of Micah's prophecy:

“But you, Bethlehem Ephrathah,
Though you are little among the thousands of Judah,
Yet out of you shall come forth to Me
The one to be ruler in Israel,
Whose goings forth are from of old, from everlasting.”

Therefore he shall give them up,
Until the time that she who is in labor has given birth;
Then the remnant of his brethren
Shall return to the children of Israel.
And he shall stand and feed His flock
In the strength of the LORD,
In the majesty of the name of the LORD his God;
And they shall abide,
For now he shall be great
To the ends of the earth;
And this one shall be peace.

-- Micah 5:2-5 (NKJV)

Gospels quoting Malachi

As they went away, Jesus began to speak to the crowds concerning John:

“What did you go out into the wilderness to see?
A reed shaken by the wind?
What then did you go out to see?
A man dressed in soft clothing?

Behold, those who wear soft clothing are in kings' houses.

What then did you go out to see?
A prophet?

Yes, I tell you, and more than a prophet. This is he of whom it is written,

‘Behold, I send my messenger before your face, who will prepare your way before you.’

Truly, I say to you, among those born of women there has arisen no one greater than John the Baptist. -- Matthew 11:7-11 (ESV); Mark 1:2; Luke 7:27

Which quotes:

“Behold, I send my messenger, and he will prepare the way before me. -- Malachi 3:1

If we assume that John prepared the way for Jesus, it would imply that Jesus is the second "messenger" or "angel".

And the Lord whom you seek will suddenly come to his temple; and the messenger (angel) of the covenant in whom you delight, behold, he is coming, says the LORD of hosts.

But who can endure the day of his coming, and who can stand when he appears?

For he is like a refiner's fire and like fullers' soap. He will sit as a refiner and purifier of silver, and he will purify the sons of Levi and refine them like gold and silver, and they will bring offerings in righteousness to the LORD. Then the offering of Judah and Jerusalem will be pleasing to the LORD as in the days of old and as in former years.

-- Malachi 3:1-4 (ESV)

Missing prophecies

Some recorded prophecies that Jesus had quoted, does not appear in our modern bibles, except for the Gospels that reference each other. However, the Gospels were witnesses written after the fact, and therefore it could not have been the same prophecies that Jesus mentioned that was already written at the time Jesus made the claims.

For the Son of Man goes as it is written of him, but woe to that man by whom the Son of Man is betrayed! It would have been better for that man if he had not been born.” -- Mark 14:21 (ESV); Matthew 26:24

And taking the twelve, he (Jesus) said to them, “See, we are going up to Jerusalem, and everything that is written about the Son of Man by the prophets will be accomplished. For he will be delivered over to the Gentiles and will be mocked and shamefully treated and spit upon. And after flogging him, they will kill him, and on the third day he will rise.” -- Luke 18:31-33 (ESV)

Then he (Jesus) opened their minds to understand the Scriptures, and said to them, “Thus it is written, that the Christ should suffer and on the third day rise from the dead, and that repentance for the forgiveness of sins should be proclaimed in his name to all nations, beginning from Jerusalem. You are witnesses of these things. And behold, I am sending the promise of my Father upon you. But stay in the city until you are clothed with power from on high.” -- Luke 24:45-49 (ESV)

Whoever hates me hates my Father also. If I had not done among them the works that no one else did, they would not be guilty of sin, but now they have seen and hated both me and my Father. But the word that is written in their Law must be fulfilled:

"They hated me without a cause."

-- John 15:23-25

Some scholars suggest that this is a quote from either Psalm 35:19 or Psalm 69:4, but both Psalms were written about King David, and it is not clear exactly which scripture John had quoted.

And we bring you the good news that what God promised to the fathers, this He has fulfilled to us their children by raising Jesus, as also it is written... He has spoken in this way,

‘I will give you the holy and sure blessings of David.’

-- Acts 13:32,34 (ESV)

Some scholars suggest this is a quote from Isaiah 55:3, but this could not be read without Isaiah 55:2:

Why do you spend your money for that which is not bread, and your labor for that which does not satisfy?

Listen diligently to me, and eat what is good, and delight yourselves in rich food. Incline your ear, and come to me; hear, that your soul may live; and I will make with you an everlasting covenant, my steadfast, sure love for David.

-- Isaiah 55:2-3

Surely this is not Jesus that Isaiah is writing about! Therefore, Paul must have had a different prophecy in mind. Acts 13:35 also suggest that Paul was quoting Psalms not prophets.

Indirect prophecies of the events in Jesus' lifetime

• The murder of the children in Bethlehem