The Jews languished in foreign lands until the Medes and the Persians toppled the Babylonians and became the next world power. The Persians had a policy of better treatment for their captives, so they allowed a remnant of the Jews to return to Jerusalem around 530 B.C.
You can see something called the Cyrus cylinder that talks about this return. Cyrus had a stone cylinder inscribed with his boast that he let many peoples return to their lands. There is actually a lot of archeological evidence for the Old Testament stories.
Much later the Greeks spread their civilization into the Middle East, thanks to the conquests of Alexander the Great(331-323 B.C.). In 165 B.C. the Jews revolted against Syrian leaders and briefly ruled their own land until the Romans conquered Jerusalem in 63 B.C.
Dealing withe the Romans was tough for the Jews. Relations with the Romans festered until the Jews attempted to rebel against their rulers in 70 A.D. Roman forces besieged Jerusalem, destroying nearly one million Jews in five months.
As the Christian faith gained in popularity over the next fifty years, it came into conflict with the Roman authorities also. However, persecution and martyrdom failed to wipe out either the Jews or the Christians, who can look back with pride at the courage of faithful believers.