Christ-mythers frequently trot out a list of "historians" who lived in and around Jesus' time and location, but never mentioned Him.  Many of these items come from John Remsburg, and others have popped up on other people's lists (this is a complation of the various lists I've seen).  Going through this list, you can see that most of them aren't even historians, and several of them are pre-Christian.  Of the few who are historians, some did write about Jesus, others may have, but we don't know since we're missing much of what they wrote.  Still others wrote about times, places or events that would not have included Jesus.  There is not a single historian who we would have expected to have mentioned Jesus, but who we know failed to do so.

The list:
Albinus (2nd century Greek philosopher)
Appian/Appion (Roman historian, born about 95 AD, only wrote a history of Roman conquests)
Apollodorus (Greek mythologist and historian, lived from about 180-120 BC)
Apollonius (there are many historical people by this name, most of whom are pre-Christian. The one mythicists seem to be talking about is either a grammarian/linguist who lived in the late first century AD. or the Greek philosopher, Appolonius of Tyana, from around the same era, but we have no writings by him)
Arrian (Greco-Roman historian, born 86 AD, but only wrote about Alexander the Great)
Aulus Gellius (Roman lawyer, born about 125 AD, wrote on legal matters only)
Aulus Perseus (Roman poet and satirist, lived 34-62 AD)
Columella (Roman agriculturalist, lived 4-70 AD)
Damis (Greek biogropher of Appolonius of Tyana, lived in the late first century, but we no longer have any of his writings)
Dio Chrysostom (Greek orator, lived 40-120 AD)
Dion Prusaeus (another name for Dio Chysostom, the guy just above)
Epictetus (Born 55 AD. Greek teacher of self-help/advice, but wrote nothing - his teachings were written by a disciple)
Favorinus (2nd century AD philosopher, we have only fragments of his writings)
Florus Lucius (historian, born 70 AD.  Wrote exclusively about dates prior to Jesus)
Geminus (astronomer/mathematician, lived in the 1st century BC)
Hephaestion (Greek grammarian, lived 356-324 BC)
Hermogones (there are several people by this name, none historians. Mythicists are probably referring to either Hermogenes of Tarsus, a late 2nd century rhetorician or a 2nd century painter who wrote nothing)
Hero of Alexandria (Greek mathematician and engineer, lived 10-70 AD)
Hierocles (2nd century Stoic philosopher, we have only fragments of his writings)
Josephus (1st century historian, but did mention Jesus at least once, perhaps twice - see here)
Justus of Tiberius (historian, contemporary of Josephus.  We have only fragments of his writings, so we have no idea if he wrote about Jesus or not)
Juvenal (1st-2nd century poet and satirist)
Lucanus (Roman poet, lived 39-65 AD)
Lucian (satirist, born 125 AD. He did mention that Christians worshipped a man who was crucified, though he never mentioned Christ or Jesus by name)
Lucius Florus (same guy as "Florus Lucius", above)
Lysias (speech writer, lived 445-380 B.C.)
Martial (late 1st-century poet/satirist)
Maximus of Tyre (2nd century philosopher)
Musonius Rufus (1st century philosopher)
Paterculus (historian, but published no later than 30 A.D., when Jesus' ministry was just beginning.  Only wrote a history of Rome, so he would have had no cause to mention Jesus)
Pausanias (2nd century traveler/geographer, wrote exclusively about Greece)
Petronius (Roman novelist, lived 27-66 AD)
Phaedrus (Roman writer of fables, lived 15 BC-50 AD)
Philo Judaeus (Greek Jewish philosopher, lived 20BC-50 AD)
Phlegon (historian, born 80 AD.  Apparently did write of Jesus.  See here).
Pliny the Elder (primarily a writer on science and morality issues, and the only text in which he would likely have mentioned Jesus, "History of His Times", is mostly lost)
Pliny the Younger (historian, but did write about Jesus in his letter to Emperor Trajan in 112 A.D.  See here)
Plutarch (Historian,  born 46 AD.  Being Greco-Roman himself, wrote primarily of Greeks and Romans.  He may have had cause to mention Jesus, but we have only about half of what he wrote, so we don't really know if he did or not).
Pomponius Mela (Roman geographer, died around 45 AD)
Ptolomy (astronomer/mathematician, born 90 AD)
Quintillian (Roman rhetorician, lived 35-100 AD)
Quintus Curtius (historian, but his only surviving work is a biography of Alexander the Great)
Rufus Cartius (alternate name for Quintus Curtius, the guy just above)
Seneca (Roman philosopher and dramatist, lived 4 BC-65 AD)
Silius Italicus (Roman poet, lived 28-103 AD)
Statius Caelicius (Roman poet, lived 220-166 BC)
Suetonius (historian, but probably wrote about Jesus in "Lives of the Twelve Caesars" See here)
Tacitus (historian, but wrote about Jesus in "annals", around 116 A.D.  See here)
Theon of Smyrna (Greek philosopher and mathematician, lived in the late 1st and early 2nd centuries)
Valerius Flaccus (Roman poet, died 90 AD)
Valerius Maximus (Latin rhetorician, 20 BC-50 AD)

The usual response when I point this out to Christ-mythers is along the lines of, "okay, so maybe they aren't historians, but that doesn't mean that they couldn't have written about Jesus, right?".  Sure, and they could have written about Julius Caesar, but I'm guessing that most of these people did not.

Sources:
Tektonics: Remsburg's List of writers that did not mention Jesus is bogus!