Expectation of the Messiah

In the Hebrew scriptures (often called the "Old Testament") there are a number of passages that appear to predict the coming of a "Messiah", who would establish a Kingdom of Justice and Righteousness. By the time of Jesus, more than 350 such passages were so interpreted in Rabbinical writings. This Messianic expectation became so well known, it appears in both Tacitus and Suetonius: 

"There had spread over all the Orient an old and established belief, that it was fated at that time for men coming from Judaea to rule the world." - Suetonius' Life of Vespasion

"that in the ancient records of their priests was contained a prediction of how at this very time the East was to grow powerful, and rulers, coming from Judaea, were to acquire universal empire." - Tacitus' Histories V

Naturally, many were expecting the Messiah to establish a physical kingdom. But a number of the prophecies suggested a different kind of kingdom altogether...

Zechariah 9:9 (ESV)
Rejoice greatly, O daughter of Zion!
    Shout aloud, O daughter of Jerusalem!
Behold, your king is coming to you;
    righteous and having salvation is he,
humble and mounted on a donkey,
    on a colt, the foal of a donkey.
10 I will cut off the chariot from Ephraim
    and the war horse from Jerusalem;
and the battle bow shall be cut off,
    and he shall speak peace to the nations;
his rule shall be from sea to sea,
    and from the River to the ends of the earth.

Isaiah 53: 4 (NIV)
Surely he took up our pain
    and bore our suffering,
yet we considered him punished by God,
    stricken by him, and afflicted.
5 But he was pierced for our transgressions,
    he was crushed for our iniquities;
the punishment that brought us peace was on him,
    and by his wounds we are healed.
6 We all, like sheep, have gone astray,
    each of us has turned to our own way;
and the Lord has laid on him
    the iniquity of us all.