You can start with the Bible itself.
1) Daniel 11-12 expected "one like a son of man," the "prince" Michael, to show up when Antiochus IV Epiphanes returned to reclaim Jerusalem from his campaign to Persia. That would've been sometime in 163 BC. (The book was probably published around January or February of that year). The resurrection was supposed to then happen, and the messiah's kingdom was supposed to replace all earthly kingdoms. Antiochus IV however died in Persia before he had the chance to return to Judea (cf. 2 Maccabees 9). No angelic messiah showed up, no resurrection has occurred as far as we know, and Judea was invaded in 65-60 BC by the Romans.
2) Matthew 16:27-28, 24:29-34, and 26:64, expected the parousia of the Son of Man with his angels on the clouds of heaven (cf. Daniel 7) to occur instead during the lifetime of those who heard Jesus. Similarly, in Matthew 10:23, Jesus assures his disciples that they would not even reach all the towns of Judea before the parousia happens (instead, Christianity has reached all over the earth). The time of the parousia is "at hand" according to James 5:7-8, so that Jesus is practically "standing at the door". In Hebrews 10:27, "in just a very little while, he who is coming will come and will not delay". 1 John 2:18 declared that it was "the last hour". 2 Peter 3:2-15, written sometime in the second century AD, notes that the "coming" did not come as soon as expected (the apostles and "fathers" were already all dead), and rationalizes the failure away by saying that the Lord was not slow but "gracious", and that a day could last as long as a thousand years. Nearly two thousand years have passed since the crucifixion.
Maybe I should make a list of these verses. Seeing them side by side, they really resemble the promises of the WTS.
