From: Luke 9:7-9
Herod's Opinion of Jesus
 Now Herod the tetrarch heard of all that was done, and he was perplexed, because it was said by some that John had been raised from the dead,  by some that Elijah had appeared, and by others that one of the old prophets had risen.  Herod said, "John I beheaded; but who is this about whom I hear such things?" And he sought to see Him.
7-9. Except for the Sadducees, all Jews believed in the resurrection of the dead, as revealed by God in Sacred Scripture (cf. Ezekiel 37:10; Daniel 12:2 and 2 Maccabees 7:9). It was also commonly believed by Jews at the time that Elijah or some other prophet had to appear again (Deuteronomy 19:15). This may have been why Herod began to think that perhaps John had come back to life (Matthew 14:1-2 and Mark 6:14-16), particularly since Jesus worked miracles and people thought this power was the prerogative of those who had risen from the dead. And yet he was aware that Christ was working miracles even before John died (cf. John 2:23); therefore, at first, he was disconcerted. Later, as the fame of Christ's miracles spread, to have some sort of adequate explanation he decided, as the other Gospels tell us, that John must indeed have risen.
Source: "The Navarre Bible: Text and Commentaries". Biblical text taken from the Revised Standard Version and New Vulgate. Commentaries made by members of the Faculty of Theology of the University of Navarre, Spain. Published by Four Courts Press, Kill Lane, Blackrock, Co. Dublin, Ireland. Reprinted with permission from Four Courts Press and Scepter Publishers, the U.S. publisher.