In Message 158 Equinox pointed out to possibilities which I agree are the most probable.
1. Jesus really thought that a rapture like, worldwide event would happen within a few years, he was just plain wrong.
2. Jesus never said this, it was only written by later Christians when the anonymous author of what we now call the GoMt wrote it around 80. (actually around 65 by Mk, since Mt just copied Mk).
Ever thought of the most likely scenario of all. That there is something you are missing?