A messiah means "the anointed" and is closely related to stories told in the Religions of the Book (Christianity, Islam, Judaism).
The Jewish messiah is thought to be a leader anointed by God, physically descended from the line of King David, and who will rule the united tribes of Israel, but who has not yet been sent to Earth.
Translation of the Hebrew word for Messiah into Greek produced 'Kristos', (which is where the word 'Christ' comes from) and for Christians this is Jesus of Nazareth. Christians believe that prophecies in the Hebrew Bible (especially Isaiah) refer to a spiritual saviour and believe Jesus to be that Messiah, and that He was sent to earth two thousand years ago.
Islamic tradition holds that Jesus was a promised Prophet, and that he will return to Earth at the end of times.