Even the gospels aren't written by first-hand witnesses. From the time of the death of Jesus to the time the first so-called 'gospel' was written, there was a span of about four decades. During this gap, another man wrote that Jesus came to him in a "vision" (the apostle Paul). He said he was told to spread the word, which he did. In none of Paul's letters about Jesus did he mention any of the things Jesus did or said during his life as is relayed in the gospels.
Jesus doesn't seem to exist until we're told he does by Paul and the anonymous authors of the 'gospels,' who appear to mostly copy one another. The Mark and "Q" documents are the primary sources, with information in both of these documents showing up in Matthew and Luke, but Mark and "Q" seem not to have read each other.
For those that aren't familiar with the term, the "Q" document is a hypothetical lost text from which certain elements of Matthew and Luke are derived. "Q" stands for quelle, which is German for "source." That the document existed is near certainty since there are elements within both Matthew and Luke which are identical in style and context, but not present in Mark, the source of the remainder of their texts.