Throughout the gospels, Jesus told both disciples and opponents that the Scriptures bore witness about Him. For example, in John 5:39, Jesus told the Pharisees, “You search the Scriptures because you think that in them you have eternal life; and it is they that bear witness about me.” In Luke 18:31-34, He told the twelve as they were on their way to Jerusalem, “Everything that is written about the Son of Man by the prophets will be accomplished. For he will be delivered over to the Gentiles and will be mocked and shamefully treated and spit upon. And after flogging him, they will kill him, and on the third day he will rise.” And after His resurrection, He rebuked the two travellers on the road to Emmaus, saying:
“O foolish ones, and slow of heart to believe all that the prophets have spoken! Was it not necessary that the Christ should suffer these things and enter into his glory?”And beginning with Moses and all the Prophets, he interpreted to them in all the Scriptures the things concerning himself. (Luke 24:25-27)
So Jesus was pretty clear: the Scriptures—specifically the Old Testament—are all about Him. So how do we find Jesus in the Old Testament? Here are six broad categories that help us to see Jesus in all of Scripture:
1. Christophanies. These are the appearances of Jesus in the Old Testament before His incarnation. In these Jesus frequently appears as “The Angel of the Lord” (which is different than “AN angel of the Lord”). Passages to study include: Judges 2:1-5, Joshua 5:13-15, and Isaiah 6:1-13.
2. Types. Old Testament representative figures and institutions that foreshadowed Jesus. These include the tabernacle, the sacrificial system (now you’ve got a reason to go read Leviticus!), the prophets, priests and kings (esp. David & Solomon). Key prophetic ministries to study are Elijah and Elisha.
3. Analogous service. These are people who do things that ultimately Jesus does perfectly and completely. TIm Keller & Sinclair Ferguson do a brilliant job explaining these here.
4. Events that prophesy the coming of Jesus.This would include the Exodus—particularly the Passover—where the Israelites were freed from slavery in Egypt. The entire book of Exodus gives us a glimpse of what Christ came to do. As the people crossed the Red Sea, they were crossing from death to life. Death awaiting them at the hands of Pharaoh’s army to life in the land God had promised. In Christ, we cross from death in our sins to eternal life with Him.
5. Titles that refer to Jesus. These are titles for God in the Old Testament that refer to Jesus. Redeemer, Savior, Lord of Glory, Husband/Bridegroom, Light, Rock, Shepherd and Son of Man are among those titles.
6. Old Testament prophecies about Jesus. Different from category 4 which are events that point to Him, these are prophecies about Jesus directly. These include Isaiah 7:14-15, and 52:13-53:12, Psalm 110, and Deut. 18:14-22, among others.
I hope having a sense of these broad categories will help you to see Jesus as you read the Old Testament.
Edited October 2014 with a new introduction. For more on this subject, you can also check out this video which handles the subject well (despite the status of its preacher).