After Ben stabs Jacob and before the Man in Black kicks Jacob into the fire, Jacob says "They're Coming." Many people have decided that this means his body guards a.k.a. Bram and the other people. But, since they die almost right away once they enter the statue, I thought this was too anticlimactic. I think "They're" means his Candidates (Reyes, Ford, Jarrah, Shephard, Kwon) are coming back to the present. Jacob wouldn't threaten the Man in Black with some body guards, because he obviously wasn't afraid of them, but maybe he tried to scare him by saying his Candidates are coming.