Orthodox Jews believe in "Messiah ben Yosef" and "Messiah ben David"; this study delves into the messianic interpretations of our Jewish brethren before Christ and Christianity existed and how they unknowingly support a second-coming of Christ:

The 4th and 7th Day (Part 1)

I haven't seen part two yet, though it is available:
The Fourth and Seventh Day (Part 2)

I have a feeling that part 2 may be addressing something else however (especially considering the title of the bible study).