Horus

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"About A.D. 153 St. Justin (Apol., I, xxi) told his pagan readers that the virgin birth of Jesus Christ ought not to seem incredible to them, since many of the most esteemed pagan writers spoke of a number of sons of Zeus:
  "He was born of a virgin, accept this in common with what you believe of Perseus."
Justin Martyr (c. 100 /114 CE - c. 162/168 CE), an early Christian apologist; First Apology, 22
  Why did these virgin-born Gods precede Jesus? "The devils ... craftily feigned that Minerva was the daughter of Jupiter not by sexual union."
Justin Martyr, First Apology, 64   Source
  About A.D. 178 the Platonic philosopher Celsus ridiculed the virgin birth of Christ, comparing it with the Greek myths of Danae, Melanippe, and Antiope; Origen (c. Cels. I, xxxvii) answered that Celsus wrote more like a buffoon than a philosopher."
Source: Catholic Encyclopedia

"Furthermore, inscribed about 3,500 years ago [1500 years before Jesus’ alleged advent] on the walls of the Temple at Luxor were images of the Annunciation, Immaculate Conception, Birth and Adoration of Horus, with Thoth announcing to the Virgin Isis that she will conceive Horus; with Kneph the 'Holy Ghost,' impregnating the virgin; and with the infant being attended by three kings, or magi, bearing gifts. In addition, in the catacombs at Rome are pictures of the baby Horus being held by the virgin mother Isis—the original 'Madonna and Child'.”   Source
  "The Virgin is consecrated to Isis, just as Leo is consecrated to her husband Osiris ... The sphinx, composed of a Lion and a Virgin, was used as a symbol to designate the overflowing Nile ... they put a wheat-ear in the hand of a virgin, to express the idea of the months, perhaps because the sign of Virgin was called by the Orientals, Sounbouleh or Schibbolet, that is to say, epi or wheat ear."
Brother Joseph Jerome de Lalande, founder of Lodge Des Neuf Soers (Nine Sisters), Paris; Astronomie par M. de la Lande, 1731   Source

Tammuz

Jesus

Jesus was dead for three days during which time he descended into Hell.   At his death there was an earthquake. Between the sixth and ninth hours, the skies and earth turned dark on Jesus' death. Jesus was resurrected and later ascended into Heaven.
  His grave clothes were all that were found in the empty tomb after his resurrection.
  He brought back from Hell two boys, the sons of the high priest. (Source: the Apocryphal Acta Pilati, or Gospel of Nicodemus)
  "When we say that the Word, who is the first-birth of God, was produced without sexual union, and that He, Jesus Christ, our Teacher, was crucified and died, and rose again, and ascended into heaven, we propound nothing different from what you believe regarding those whom you esteem sons of Jupiter." 
Justin Martyr, First Apology, 21
 

Dissenting view

The resurrection of Tammuz was celebrated in an annual lamentation that involved washing with water and anointing with oil.
  'When those who lament, men and women, come up with him to me,' said one Akkadian text, 'may the dead arise and smell the incense.'
  The annual lamentation of Tammuz is described by the ancient Hebrews in the Old Testament:
  'Then he brought me to the door of the gate of the Lord's house which was toward the north; and, behold, there sat women weeping for Tammuz' (Ezekiel 8:14).

With the return of Tammuz, the lands of the Akkadians became fertile again and the seasonal and daily cycles continued.

Krishna

Zarathustra

Please note: A reader has sent a critique of this section and I have posted it here.

India.

Zarathustra as he is correctly named (Zoroaster was a Greek impression of his name), lived in Asia Minor, perhaps in modern-day Iran.

Mithras

C. 1400 BCE. Estimates of his birth date vary. Some are 1477, 3112, 3600, 5150, and 5771 BCE.

Uncertain; perhaps as early as 1700 BCE or as late as 1000 BCE.

Alexander

His advent was heralded by a pious old man (Asita), who could die happy knowing of his arrival, a story paralleled in the Bible by that of Simeon (Luke 2: 25).
  Krishna was born in a cave, which at the time of his birth was miraculously illuminated. 
  Devaki, the radiant Virgin of the Hindu mythology, bore Krishna to the god Vishnu (second god of the Trimurthi (also called the Hindu Trinity).
  "The divine Vishnu himself descended into the womb of Devaki and was born as her son Krishna." Boslooper, Thomas, The Virgin Birth, SCM Press, 1962, Pp 148 & 149; cited in: The Virgin Birth of Christ.
  Of royal descent, Krishna was born while his carpenter "while his foster-father Nanda was in the city to pay his tax to the king" (Pagan origins of the Christ myth: Pagan Christs: Krishna). 
  The story about the birth of Elizabeth's son John (the Baptist), cousin of Jesus, corresponds with the story in the Krishna myth about the birth of the child of Nanda and his wife Yasoda. (Source: The Virgin Birth Doctrine: Details of the two Gospel stories, 1922)
  His birth was heralded by a star. The cowherds adored his birth. Celestial beings sang hymns at the birth. The baby Krishna began speaking to his mother shortly after birth.
  Devaki was told by an angel, "In thy delivery, O favoured among women, all nations shall have cause to rejoice".
  Angels issued a warning that the local dictator, King Kansa, planned to kill the baby and had issued a decree for his assassination. Krishna's parents fled and stayed in Mathura. King Kansa ordered the massacre of all male children born during the same night.
  Krishna's birth was attended by angels and shepherds.
  The infant Krishna also was presented with gold, frankincense and myrrh by wise men. 

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Extract from the Vedangas:

"It is in the bosom of a woman that the ray of the divine Splendor will receive human form, and she shall bring forth, being a virgin, for no impure contact shall have defiled her."

Extract from the Pourourava:

"The lamb is born of an ewe and a ram, the kid of a goat and a buck goat, the child of a woman and a man; but the divine Paramatma (soul of the universe) shall be born of a virgin, who shall be fecundated by the thought of Vischnou."…

Extract of Vedanta:

"In the early part of the Cali-Youga (the actual age of the world, which, according to the Hindoos, began three thousand years before the Christian era) shall be born the son of the Virgin."…

The Vedanta announces the incarnation of Christna [Krishna] should occur in the early times of the Cali-Youga, that is, of the actual age of the world.   Source

Sources differ: Some say Zarathustra was born to a 15-year-old virgin, Dughdhava the milk maid, in a cave. He received his prophetic calling at about 30 years of age.
  "According to Zoroastrianism, the glory of Ahura Mazda (the supreme deity) united itself with Zoroaster's future mother at her birth and rendered her fit thereby to bear the prophet."   Source
  The whole of Nature rejoiced at his birth.
  "His mother glowed with the divine Glory usually reserved for kings; the soul of the prophet was placed by God in the sacred Haoma plant (which Z. condemned in the Gathas) and the prophet was conceived through the essence of Haoma in milk (though the birth is not a virgin birth, but the natural product of two special, but earthly parents.). The child laughed at his birth instead of crying, and he glowed so brightly that the villagers around him were frightened and tried to destroy him. All attempts to destroy young Zarathustra failed; fire would not burn him nor would animals crush him in stampedes; he was cared for by a mother wolf in the wilderness."   Source
  "His name Zoroaster means 'seed of the woman' and his constant emblem was a branch. Therefore his birth was celebrated with great festivity. He is constantly pictured on the ancient monuments as a child in his mother's arm, both wearing a circle around their heads, just as is common today in pictures of Mary and her child. This circle was the hieroglyphic representation of the sun and also the 'Seed of the woman'. We find this child and sometimes mother represented in the idolatrous imagery as the destroyer of the serpent."   Source

Visions and omens were associated with his birth.

Krishna's mission was to give directions to 'the kingdom of God' (Bhagavad Gita  2: 72). 
  Krishna travelled widely, performing miracles – raising the dead, healing lepers, the deaf and the blind. He cast out indwelling demons. One of the first miracles he performed was to make a leper whole. He lived in poverty and loved the poor.
  Krishna warned of 'stumbling blocks' along the way (BG 3: 34).
  He was baptised in the Ganges River. Krishna performed miracles in Mathura.
  Krishna used parables to teach the people about charity and love.
  Krishna withdrew to the wilderness to fast.
  Eyewitnesses claimed Krishna was transfigured in front of his disciples; hence his disciples bestowed upon him the title jezeus, meaning "pure essence".
  He proclaimed he was the "Way to the Father".
  Krishna was anointed on the head with oil by a woman whom he healed.
  He selected disciples to spread his teachings. He was meek, and merciful. He was criticized for associating with sinners. He humbled himself by washing the feet of others. He encountered a woman at a well.
  His path was “strewn with branches".
  He was depicted on a cross with nail-holes in his feet, as well as having a heart emblem on his clothing. He may also be depicted as having his foot on the head of a serpent.
  He forgave his enemies. He celebrated a last supper. He descended into Hell, and was resurrected. Many people witnessed his ascension into heaven.
  Krishna said that "by human calculation, a thousand ages taken together is the duration of Brahma's one day" (BG 8: 17); cf 2 Peter 3: 8.
 

(Zarathustra was fully human and not divine.) He was baptized in a river.
  In his youth he astounded wise men with his wisdom.  He began his ministry at age 30 and wandered around with followers.
  He went into the wilderness where he was tempted by the evil one.
  He cast out demons.
  He restored the sight of a blind man.
  He revealed the mysteries of heaven, hell, resurrection, judgment, salvation and the apocalypse.

Zarathustra

 "He spent years in the wilderness communing with God before his first vision, in which Vohu Manah came to him in the form of an Angel. All the heavenly entities, the Amesha Spentas, instructed Zarathustra in heaven, and he received perfect knowledge of past, present, and future. Zarathustra's preaching to King Vishtaspa was enhanced by miracles ..."   Source

Krishna's names: Shepherd God; Sin Bearer; Liberator; Firstborn; Universal Word; Beginning and the End (Alpha and Omega) ("I am the beginning, the middle, and the end" (Bhagavad Gita 10: 20; cf Revelation 1: 8 ); Lion of the Tribe of Saki; identified as 'the seed of the woman bruising the serpent's head'.
  Krishna is the second person of the Hindu Trinity: (1) Brahma, (2) Vishnu, (3) Siva. Krishna is the incarnation of Vishnu.
 

Names of Zarathustra include: the Word made Flesh; Logos.