While the story of Jesus' birth, death and resurrection is known by everyone, no one knows what he did between the ages of 12 and 30. The Bible is silent about this period in his life and after the mention of Jesus as a 12 year old, discussing the Hebrew Bible with the rabbis, he surfaces at the age of 30, full of divinity and wisdom. The History Channel recently showed a documentary titled, The Lost Years of Jesus which suggests that Jesus could have been in India or England or Qumran or leading a revolution against the Romans in the missing years.
The Jesus in India theory comes from author Holger Kersten who wrote a book about the same. Though without proof the idea comes from the observation that the teachings of Jesus are similar to Buddha who lived in India, 500 years before Jesus. Since there was a trade route to India from the Roman empire which passed through Palestine, it would have been possible for Jesus to travel to India, learn Buddhism and go back to Palestine.
Glastonbury in England has a legend connected to Joseph of Arimathea and according to one tradition, Joseph was Jesus' uncle and established the first church in England. Joseph, involved in tin trade lived in the tin mine areas of England and it is believed that Jesus came along with him. According to the legends, after the death of Jesus, the Holy Grail (the cup and not the Dan Brown version) was buried in Glastonbury by Joseph.
Another theory is that simplicity of life and the concept of baptism all came to Jesus while he and John the Baptist lived with the Essenes. These Essenes later moved to Qumran due to the fear of Romans, but they believed that they would be lead by a leader called Messiha. While Jesus is portrayed as a peaceful man, there is one instance in the Bible where he says, "I come not to bring peace, but to bring a sword". Also when Jesus was arrested, one of his disciples took his sword and stuck down a slave of the head priest. The theory suggested is that Jesus was a revolutionary fighting the Romans and his revolutionary activities were left out from the Bible since it would be difficult to circulate such a Bible in Roman Times.
The documentary, though telecast by the History Channel, is very speculative. The Jesus in India theory is not taken seriously by most people and the Jesus in England theory is also as the story says, "legend". It is not even sure if there was a person called Joseph of Arimathea for so far no one has been able to find this place called Arimathea.
The documentary also mentions that what we know about Jesus is pure speculation and comes not from historical documents, but from the Gospels. Though there were many historians who were alive at that time who wrote about events in Palestine, it is surprising that the no one mentioned about this person.
Considering that the Gospels, both the canonical and the heretic like the Gospel of Judas were written with the aim of glorifying Jesus, the bias in it would not be, let us say, minuscule. The Gospels were not first hand accounts, but oral tradition written down much later. From the Gospels it cannot be decided what is historical and what is not, for the authors of Gospels were evangelists, not historians. The documentary which establishes the lack of historical evidence for Jesus then goes on suggesting the above theories based on legends and gospels, which was kind of ironic.