"O POPE! Rend the veils asunder. He Who is the Lord of Lords is come overshadowed with clouds, and the decree hath been fulfilled by God, the Almighty, the Unrestrained… He, verily, hath again come down from Heaven even as He came down from it the first time. Beware that thou dispute not with Him even as the Pharisees disputed with Him (Jesus) without a clear token or proof. On His right hand flow the living waters of grace, and on His left the choice Wine of justice, whilst before Him march the angels of Paradise, bearing the banners of His signs. Beware lest any name debar thee from God, the Creator of earth and heaven. Leave thou the world behind thee, and turn towards thy Lord, through Whom the whole earth hath been illumined… Dwellest thou in palaces whilst He Who is the King of Revelation liveth in the most desolate of abodes? Leave them unto such as desire them, and set thy face with joy and delight towards the Kingdom… Arise in the name of thy Lord, the God of Mercy, amidst the peoples of the earth, and seize thou the Cup of Life with the hands of confidence, and first drink thou therefrom, and proffer it then to such as turn towards it amongst the peoples of all faiths…" - http://reference.bahai.org/en/t/b/PB/pb-26.html
"Tell Me then: Do the sons recognize the Father, and acknowledge Him, or do they deny Him, even as the people aforetime denied Him (Jesus)?’ Whereupon she cried out saying: ‘Thou art, in truth, the All-Knowing, the Best-Informed.’" - http://reference.bahai.org/en/t/b/PB/pb-41.html
The Baha'i perspective of the return of Christ has little in common with the modern Christian understanding. A relevant quote from the Master on this:
"Know that the return of Christ for a second time doth not mean what the people believe, but rather signifieth the One promised to come after Him. He shall come with the Kingdom of God and His Power which hath surrounded the world. This dominion is in the world of hearts and spirits, and not in that of matter; for the material world is not comparable to a single wing of a fly, in the sight of the Lord, wert thou of those who know! Verily Christ came with His Kingdom from the beginning which hath no beginning, and will come with His Kingdom to the eternity of eternities, inasmuch as in this sense “Christ” is an expression of the Divine Reality, the simple Essence and heavenly Entity, which hath no beginning nor ending. It hath appearance, arising, manifestation and setting in each of the cycles." - http://reference.bahai.org/en/t/je/BNE/bne-177.html
The association of Baha'u'llah and Christ (Messiah) has more to do with the Mahdi prophecies (which are important in Islamic theology). Unfortunately Baha'i scholarly studies on the Mahdi/Qa'im traditions were written in Persian and Arabic and remain, for the most part, untranslated.
This is really a good summary of the Mahdi prophecies and how they relate to the Baha'i perspective on the return of Christ :
Many Muslims expected that after the advent of the Mahdi (a descendant of the Prophet who was expected to arise at the end of time to fill the world with justice after it had been filled with tyranny), Jesus would return shortly before the Resurrection Day. Muslim lore even contains numerous miraculous acts and adventures that the returned Christ will undertake (Parrinder:122-125; Robinson:78-105). Mahmoud Ayoub has translated a particularly interesting Sufi interpretation of the return of Christ, by Isma'il ibn Mustafa al-Haqqi, which says of Jesus: "He shall return in the end to be a sign for the hour (ilm li's-sa'ah, that is, the Day of Resurrection [Q. 43:61]) . . . [For in this] is [the Islamic dispensation's] great ennoblement, in that it will be closed by a prophet-messenger who will be subject to the shari'a [divinely-revealed Law]. Both Jews and Christians will believe in it [that is, Islam]. Through him (Jesus) God will renew the age of prophethood for the community (umma). He shall be served by the Mahdi and the men of the cave. He shall marry and beget children. He shall be one of the community of Muhammad as the seal of his awliya' [saints] . . . For the Spirit of Jesus is the manifestation of the Greatest Name, and an effulgence of divine power . . ." (Haqqi in Ayoub 1980:121). In a gloss on Qur'an 2:86, the Bab says the "clear signs" God bestowed on Jesus are a reference to his future co-advent with the Islamic promised one. He identifies Jesus or the Holy Spirit that aids him as "the noblest of the partisans of [the first Shi'ite Imam or successor to the Prophet] `Ali" (the Bab in Lawson 1987:484-485).The Bab gradually revealed himself to be the Mahdi, and prophesied the coming of "He Whom God shall make Manifest." When Baha'u'llah asserted, from 1863, that he was the promised one prophesied by the Bab, he was as a result claiming to be the spiritual return of Christ. The idea of past holy figures "returning" (raj'at) was a doctrine of Shi`ite Islam, not so very different in conception from Jesus' own assertion that John the Baptist had been the return of the Prophet Elijah. In Baha'u'llah's Tablet to Queen Victoria, he wrote, "all that hath been mentioned in the Gospel hath been fulfilled. The land of Syria hath been honoured by the footsteps of its Lord . . ." (1967:33; 1968:131). In his letter to the Pope, Baha'u'llah says that "He, verily, hath again come down from Heaven even as He came down from it the first time. Beware that thou dispute not with Him even as the Pharisees disputed with Him (Jesus) without a clear token or proof" (1967:83; 1968:73). Similar statements are scattered through Baha'u'llah's writings (1988:11; 1980b:4-5; cf. Lambden 1993). - http://www-personal.umich.edu/~jrcole/bahai/bhjesu.htm