"When was the last time you heard a "last days" sermon from the Old Testament? When most pastors preach a sermon on the end times they usually start with the Olivet Discourse (Matthew 24, Mark 13 and Luke 21) or the Book of Revelation. For years the focus on end times discussions has remained in the New Testament. Unfortunately that results in our teachers only giving us the end of the story. When reading a story, it makes sense to start at the beginning, rather than at the end and try to figure out the story from there. Yet the study of the "last days" in most churches today has us doing this very thing. I did that, too, for years, until I finally decided to start at the beginning of the book."
1. Jacob's Prediction of the Last Days: Would you believe the first mention of the "last days" is in Genesis 49:1?
2. Moses' Warning to the Israelites: In Deuteronomy 31:29, Moses tells the Israelites: "For I know that after my death you will act corruptly and turn from the way which I have commanded you; and evil will befall you in the latter days, for you will do that which is evil in the sight of the LORD, provoking Him to anger with the work of your hands.”
3. Jeremiah's Prediction of the Last Days. Jeremiah 30:24 says: "The fierce anger of the LORD will not turn back, until He has performed and until He has accomplished the intent of His heart; in the latter days you will understand this (NASB)." Jeremiah 30:24 speaks of judgment coming upon His people, and it is also the context for Jeremiah 31. Jeremiah 31 contains several fulfilled prophecies at the first advent of Christ.
4. Prediction of the New Covenant That Would Come: Another passage in the context of Jeremiah 30:24 is Jeremiah 31:31-34 -- a prophecy that predicts that the New Covenant would come at the end of the Old Covenant.
5. Jesus Was Born in the 'Last Days': Micah 4:1 shows that Jesus was born in the last days of the Old Covenant: "And it will come about in the last days, , that the mountain of the house of the LORD will be established as the chief of the mountains. It will be raised above the hills, And the peoples will stream to it." In the same context, Micah 5:2 reads: "But as for you, Bethlehem Ephrathah, too little to be among the clans of Judah, from you One will go forth for Me to be ruler in Israel. His goings forth are from long ago, from the days of eternity.” This prophecy is fulfilled in the last days of the Old Covenant according to Matthew 2:1-6... (Cross references: Deuteronomy 31:29: Judg 2:19)
6. Isaiah's Prediction of judgment on Old Covenant Israel in the Last Days: In Jeremiah 30:24; Jeremiah 4:8; Jeremiah 30:24; Jeremiah 23:20; Isaiah 2:1-2 , we see almost verbatim the words from Micah 4:1, about the last days of the covenant... In the same context of Isaiah 2 is the parable of the vineyard (Isaiah 5:1-7) – the Vineyard is the house of Israel! (vs 7). It is a vineyard that God said produced worthless grapes! This same parable Jesus quotes in Matthew 21:33-46.
7. Joel's Prediction that the Holy Spirit Would be Poured Out in the Last Days: Joel 2:28-32 is quoted by the apostle Peter in his sermon on Pentecost in Acts 2:14-21...
"All the Prophets we have mentioned above were writing to the Jews of coming judgment upon them for breaking the covenant of Deuteronomy 28-32. Last days events mentioned in the Old Testament included the birth of the Messiah, the New Covenant coming, the pouring out of the Holy Spirit, and pending judgment on the Old Covenant system. Jesus clearly states that this judgment is coming upon the generation He came to in the First Century (Matt. 23:36, Matt. 24:34, Mark 13:30, Luke 21:32)."
Read the entire article, Seven 'Last Days' Passages You'll Rarely Hear Pastors Preach On [Sunday], published by Bible Study Tools as one of The Most-Read Bible Study Articles of 2012.