The entire Bible is filled with fulfilled prophecies or prophecies that are yet to be fulfilled. The best thing to do when studying the Scriptures is to pray, and ask the Holy Spirit to guide you as you study His Word. Some key prophetic events in the Old Testament books can be found in: Isaiah, Jeremiah, Ezekiel, Daniel, Joel, Zephaniah and Zechariah. All the New Testament books should also be carefully studied.
Some key prophetic New Testament with prophecies are: Matthew, Mark, Luke, Acts, 1 Timothy, 2 Timothy, 1 Corinthians, 2 Corinthians, 1 Thessalonians, 2 Thessalonians, Hebrews, 1 Peter, 2 Peter, and Revelation. Each book that comprise the sixty-six books of the Bible is important — not only to prophecy but to understanding Christian living. The ones listed as “key” books will help give you a jumpstart to studying and understanding biblical prophecy.