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.  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, and 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 (Greek philosopher)
Aulus Gellius (Roman lawyer, wrote on legal matters only)
Appian/Appion (Roman historian, but only wrote a history of Roman conquests)
Apollodorus (Greek mythologist)
Apollonius (grammarian/linguist)
Arrian (Greco-Roman historian, but only wrote about Alexander the Great)
Aulus Perseus (Roman poet/satirist)
Columella (Roman agriculturist, wrote about agriculture and trees)
Damis (Greek biogropher of Appolonius)
Dio Chrysostom (Greek orator)
Dion Prusaeus (Greek orator)
Epictetus (Greek teacher of self-help/advice, but wrote nothing - his teachings were written by a disciple)
Favorinus (philosopher, we have only fragments of his writings)
Florus Lucius (historian, but wrote exclusively about dates prior to Jesus)
Geminus (astronomer/mathematician)
Hephaestion (Greek grammarian)
Hermogones (painter, wrote nothing)
Hero of Alexandria (astronomer)
Hierocles (Stoic philosopher)
Josephus (historian, but did mention Jesus at least once, perhaps twice - see here)
Justus of Tiberius (historian, but we have only fragments of his writings, so we have no idea if he wrote about Jesus or not)
Juvenal (satirist)
Lucanus (poet)
Lucian (satirist, but did mention that Christians worshipped a man who was crucified, though he never mentioned Christ by name)
Lucius Florus (historian, but only wrote of times prior to Jesus')
Lysias (speech writer, lived 445-380 B.C.)
Martial (poet/satirist)
Maximus of Tyre (Philosopher)
Musonius Rufus (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 (traveler/geographer, wrote exclusively about Greece)
Petronius (novelist)
Phaedrus (writer of fables)
Philo Judaeus (philosopher)
Phlegon (historian, 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, but 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 (geographer)
Ptolomy (astronomer/mathematician)
Quintillian (writer on oratory and rhetoric)
Quintus Curtius (historian, but his only surviving work is a biography of Alexander the Great)
Rufus Cartius (historian, but his only surviving work is a biography of Alexander the Great)
Seneca (scientist)
Silius Italicus (poet)
Statius Caelicius (poet)
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 (mathematician/astronomer)
Valerius Flaccus (poet)
Valerius Maximus (orator)

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!