Frey was the Norse god of sun and rain, and was ruler of the elves.  He rode in a chariot pulled by a golden boar.  He owned a boat called the Skidbladnir which could shrink small enough to fit in his pocket.  He owned a sword that magically killed people all by itself.  According to Norse legend, he gave his sword to his servant, Skirner, as payment for matchmaking, and was thus defenseless when he went to battle with a fire giant, and was killed.  Just like Jesus, right?

Update:
A reader pointed me to some additions made on the Wikipedia page (see link below) which show some supposed parallels between Frey and Jesus (and also with Robin Hood).

1)  Jesus is often referred to as "Frey", the Scandanavian word for "Lord".

Lord is a general term for respect often applied to deities.  That Jesus is the Christian Lord means that, yes, He will be often referred to as "Frey" by those who worship Him and happen to speak that language.  This is hardly significant.

2)  In several early Christian churches, sacred dildos have been found inside the altars, and Freyr was a phallic god.

First of all, Jesus isn't a phallic god in any culture, so there's no real parallel here.  And besides that, the only parallel even being attempted here has to do with the way people were perhaps trying to worship, and has nothing to do with the historical or Biblical Jesus.

3)  Both figures are said to free all captives.

In the case of Frey, the freeing of captives is a literal thing.  Like Robin Hood, he rescues unjustly imprisoned people.  Jesus' freeing of captives is a spiritual thing, freeing those who are captives to sin.  And on top of that, Jesus does not "free all captives", but only those who accept Him as their savior.

4)  Both figures are said to have died, been placed in a barrow or tomb, and risen again.

Frey does not die and rise again in any lore.  In one incarnation of the Frey legend, in which he is known as "Frodi", he fakes his death, is placed in a barrow or tomb, and escapes.

5)  Both figures are associated with agricultural lore (Jesus tells very earthy, farming parables ; Freyr is Lord of the Plow and of the Boar who plows in the earth)

Very minor.  Jesus is only associated to agriculture by what he said in some instances, while Freyr is very much an agricultural deity in his deeds.

6)  Both figures work from beneath and try to turn the social soil as it were (Jesus' Sermon on the Mount, Frodi's taking the ground out from beneath opponents so they are below and the soil above)

That Jesus "turned the social soil" is a metaphor that is not commonly associated with Jesus.  Even so, Jesus' turning of the soil involved putting society's meek above society's powerful, not really a comparison to what Frey/Frodi did, which was to remove the ground from beneath his opponents, so that the soil itself was above them.

7)  Jesus represents love and peace while Freyr represents frith (a concept analogous but not identical to peace), love and merriment.

So all we're left with is that they both represent love.  Except Jesus represents a self-sacrificial or generous type of love, while Freyr represents a more sexual type of love.

8)  Jesus abandons the violence of the zealots, and Freyr gives up his sword for love.

Except there's a big difference.  Jesus never embraced the violence of the zealots (so you couldn't say he really 'abandoned' it), while Freyr did frequently use his sword against his enemies.  Also, Freyr gave up his sword as payment for matchmaking, which hardly parallels Jesus' refusal to use violence against his enemies.

9)  Both have been called the "Lord of the Dance".

To the best of my knowledge, "Lord of the Dance" is a strictly modern title for Jesus.  It certainly is not used in the Bible itself, and thus has no bearing on the historical Jesus.

10)  Jesus was often paired up with Mary Magdalene, who was portrayed as a sexually free woman.  Jesus and Mary amongst the common folk may merely have been the latest incarnations of Frey and Freya.

Jesus was hardly "paired up" with Mary Magdalene.  It's quite possible Mary had romantic feelings for Jesus, but Jesus clearly didn't share them for her.  Also, Freya is a Norse fertility goddess, who is essentially an equal to Frey.  Mary was nothing more than a mortal woman, hardly equal to Jesus.

Links:
Encyclopedia Mythica: Freyr
Norse God Freyr
Tektonics: Balder & Frey