My source for their being no evidence of Jesus' actual existence is at least 5 years of back issues of Biblical Archeology Review, a publication who's editors have sometimes been just a bit too anxious to find something - anything - but are so far empty handed.
As for Pontius Pilate's court records, the reference I mentionsd as "my understanding" I saw so long ago I can't remember the source or its reliability. On the other hand, here's a detailed scholarly exposition as to why no event as described in the Bible would be found in Pilate's records, examined or not. [link|http://www.scu.edu/scm/exclusives/passion-baker.cfm|Reconstructing Jesus\ufffd Death: A Historical Context].