But For Me It Was Tuesday / Religion and Mythology
This is a theory behind why secular historians (such as Josephus) did not mention the Bethlehem Massacre — Herod the Great was such a deadly monarch that to record every minor massacre or other act of murder on his part would have required several scrolls. (He massacred numerous members of his own family, for Heaven's sake! Regularly!) This is a common response to the idea that the massacre was either a legend or that Matthew (lone reporter of this incident) made it up to discredit Herod and provide an origin story to Jesus that was like Moses and other figures'.
There's also the theory that it was recorded at the time, but as time went by and records were lost, it wasn't considered important enough to remember, again because of all the horrendous crimes Herod committed. For killing wives and sons of anyone important, he regularly wrote to Emperor Augustus in Rome asking permission. For killing anybody else, he could mostly just put it down to a "police action" in his Acta, assuming he bothered to record it at all.
To give some further perspective on that: the year Herod the Great may very well have perpetrated the massacre, ca. 4 B.C., was also the year he immolated 2 religious teachers and about 40 youths over a religious conflagration that flared up in Jerusalem, and executed his son Antipater II. It was also the year he died, after which his son Herod Archelaus took control of Bethlehem and the surrounding area. Archelaus, for his part, began his reign with the massacre of an estimated 3,000 Israelites (possibly including some of the witnesses of the Nativity and subsequent Wise Men's visit) for opposing his ascension. In view of these atrocities, the overnight slaughter of a few babies in Bethlehem (the most reliable estimates range from a mere 4 to no more than 20 babies) could easily have gotten lost in the shuffle.
The Romans crucified hundreds of people per year. Crucifixion was basically the death penalty for any capital criminal who wasn't a Roman citizen. So to Rome, Jesus's death was just another one.
For Christians, the Trial of Christ was a defining moment of the faith. For Pontius Pilate, it was just another day of clearing his docket by trying another self-proclaimed prophet/Messiah. While Pilate probably did remember the trial, it being one of several incidents that nearly landed him in hot water with the increasingly paranoid Emperor Tiberius, and a political hot potato he'd made every effort to dump into Herod Antipas' lap instead, it probably didn't rate any higher in significance in his official Acta report to Rome on the year's events than those two highway robbers he'd also crucified at the time. All of Pilate's Acta are now lost to us, having evidently perished along with a great many other bureaucratic records with the fall of Rome.
A couple decades later, Suetonius mentions that Emperor Claudius dealt with some "Chrestus Riots" in the city of Rome by expelling a number of Jews. These very likely refer to arguments between Jews over this new "Chrestus" (Christian?) sect coming to blows, but we can't be absolutely sure. Suetonius didn't see fit to say anything more about these riots, since he and most Romans knew that Jews in Rome were always squabbling over something.