I recently watched both Zeitgeist and Religulous. Both works talk about how attributes of Jesus parallel attributes of pre-existing deities (The Egyptian god Horus, the Persian god Mithras, the Roman god Dionysis, at al.). Really I'd like to know more about this theory and be pointed to some scholarly works that cover it. Thanks in advance.
Never seen Religulous, but as for Zeitgeist, the simple answer is that there really are none. All three parts of the original film are filled with factual inaccuracies, but the first part is known to be especially bad.
Trying to find a source for a Zeitgeist "fact" is an exercise in patience. You basically tumble down a rabbit-hole of links to conspiracy sites until you realize that in all likelihood....no source exists. This guy here seems to have done a pretty good job of explaining this: http://conspiracies.skepticproject.com/articles/zeitgeist/part-one/
Zeitgeist's presentation was based largely on the work of Acharya S, AKA D. M. Murdock - a rather new-agey autodidact who's not well-regarded in academia, but whose greatest sin - from what I've seen - lies in mixing up comparative mythology with history (just as most Biblical scholars generously mix theology into their history).
The parallels between the stories of Jesus and other gods, demigods and heroes of antiquity are countless and profound, and that can be used to argue against the factuality of those stories; but most scholars still assume some kind of real Jesus must have existed as a "historical kernel" from which the gospel legends grew.