Though most Jews, Christians, Hindus and Buddhists do not realize it, their Muslim brothers and sisters are also awaiting the Messiah/Jesus' return. I will give you a glimpse of the Quran's messages which indicate that Muhammad(pbuh) is not the "last and final" messenger of God (Allah.)
For more detailed information on this topic, please read "Islam and the Bahai Faith" by Moojan Momen, and "Proofs from the Holy Quran" (regarding th advent of Baha'u'llah) by Dr. Sabir Afaqi.

Please ask yourself these questions; who benefits from teaching people that God will not talk to mankind again? Who is it that wants to control and thereby prevent the community of followers from seeing that Allah's teachings have progressed and have been graciously bestowed upon this day and age for obtaining the goal of world unity? Who wants to limit individual investigation of the truth?

It is safe to say that a large majority of Muslims agree that Jesus(Prophet Isa) is going to return(ask one yourself,) which automatically contradicts the idea that Allah will not send mankind another messenger!
In fact, Muhammad(pbuh) devotes half of the Quran to teaching us about the previous messengers(rasul) and prophets(nabi) of Allah and how historically and consistently the people of the world have mistakenly denied and persecuted these men.
The one verse in the Quran that the Islamic leaders cling to is that Muhammad(pbuh) is the "Seal of the Prophets."(33:40)
What does it mean to be the "Seal of the Prophets?" It means many things but one thing it does not mean is that Allah will never send guidance for the next 10 billion years!

Please consider the following points:

1. The word 'Seal'(khatam) can mean ornament, signet ring or a seal ring which is worn(like to seal a document) "Thus the phrase 'Seal of the prophets' means Allah giving Muhammad his seal of approval or regarding Muhammad as an ornament among the prophets of Allah. Some commentators also state that khatam an-nabiyyin means the 'Sealer of the Prophets' in the sense that Muhammad is the one who gives the seal of approval to the proceeding prophets."
Moojan Momen, Islam and the Bahai Faith.
Even if He meant that He was the final prophet, He does not say that He is the final messenger, which the Quran makes a clear distinction between (nabi and rasul).

2.The Quran verse (33:40)which speaks of the "Seal of the Prophets" is specifically referring to Muhammad's(pbuh) adopted son, and that when Muhammad dies, his adopted son would not attain the status of prophet.

3."There was no general agreement among early Muslims that the phrase 'Seal of the Prophets' meant that there would be no prophets after Muhammad....It is thought that the doctrine of Muhammad being the final prophet was adopted as official Islamic doctrine in the early years of the 4th Islamic century(late 10th century AD) mainly as a counter to the numerous revolts that had occured and were still occuring against the caliphate in the name of various persons claiming to be prophets. By making the the doctrine of the finality of prophethood in Muhammad a central tenet in Islam, the Muslim authorities were able to stem the tide of revolts so successfully that in the centuries since that time there have only been a handful of such claimants."
Moojan Momen

4. According to Moojan Momen the correct translation of the Quran (7:34-5) should read:
"For every religious community there is a fixed term appointed:when their term is reached not an hour can they delay it nor can they advance it."
"Oh children of Adam! Whenever, as is sure to happen, there shall come to you a messenger from among yourselves, rehearing my signs to you, whoso shall fear Allah and do good works, no fear shall be upon them neither shall they grieve."
 
As you can see in the above verse, Mu
hammad (pbuh) is preparing future generations for the next of Allah's messenger(s).
"And it was never the part of a messenger to bring a verse except Allah permitted. For each fixed term is a Book(revealed). Allah doth blot out or confirm what he pleaseth: with him is the Mother of the Book{which is the source of all revelation} (13:38-9)
This means that it is expected that when the next messenger(s) come they too will add to the Mother Book ie: As The Bab and Baha'u'llah have done.

"We have appointed you a middle community, that ye may be witness against mankind." (2:143) 

This obviously means that there were religious communities before Muhammad and there will be religious communities after Muhammad(pbuh).

5."Say if the ocean were ink(wherewith to write out) the words of my Lord, sooner would the ocean be exhausted than would the words of my Lord, even if we added another ocean like it, for it's aid." (18:109)
"And if all the trees on earth were pens and the Ocean (were ink) with seven Oceans behind it to add to its (supply), yet would not the Words of Allah be exhausted(in the writing):for Allah is exalted in power, full of wisdom."(31:27)

These verses clearly state that God's revelations are limitless and obviously will extend beyond the Holy Quran.

6. If it was so important that the followers of Islam(submission to the will of God) should never consider another prophet/messenger after Muhammad(pbuh), then why didn't Muhammad out right say so as to prevent confusion. Well the answer is pretty clear to me, when reading the Quran he gives dozens and dozens of examples to teach us how to recognize Allah's messages and Messengers!  He is not the final or last, which in no way lessens his station.

7. One purpose of a seal is to authenticate the information contained inside, such as a document. In that case, a seal is meant to be broken by the person who is the intended receiver. Muhammad (pbuh) was the seal of the prophets in his day-dispensation, and upon the return of Prophet Isa, the seal has been broken and renewed.

8. There are many Hadiths(Islamic traditions/prophecies/sayings attributed to Muhammad (pbuh) and the Imams) about numerous subjects, including the return of Prophet Isa. The problem with Hadith is that it is nearly impossible to authenticate them all and there will forever be arguments over which ones are legitimate. The simple and true answer is that when all of the Biblical and Quranic prophecies are understood and agreed upon, and the return of Christ is acknowledged, then Jesus/Prophet Isa will explain (and history will reveal) which Hadith have been fulfilled. It would be impossible for Prophet Isa(pbuh) to meet all of the qualifications of every Hadith that is believed to be true. Eventually, people will have to let go of some of these unverifiable Hadiths if they want to experience the wonders of the return of Prophet Isa(pbuh).

9. Baha'u'llah wrote:

" ...how many are those who, through failure to understand its meaning, have allowed the term "Seal of the Prophets" to obscure their understanding, and deprive them of the grace of all His manifold bounties! Hath not Muhammad, Himself, declared: "I am all the Prophets?" Hath He not said as We have already mentioned: "I am Adam, Noah, Moses, and Jesus?" Why should Muhammad, that immortal Beauty, Who hath said: "I am the first Adam" be incapable of saying also: "I am the last Adam"? For even as He regarded Himself to be the "First of the Prophets" - that is Adam - in like manner, the "Seal of the Prophets" is also applicable unto that Divine Beauty. It is admittedly obvious that being the "First of the Prophets," He likewise is their "Seal."
The mystery of this theme hath, in this Dispensation, been a sore test unto all mankind. Behold, how many are those who, clinging unto these words, have disbelieved Him Who is their true Revealer. What, We ask, could this people presume the terms "first" and "last" - when referring to God - glorified be His Name! - to mean? If they maintain that these terms bear reference to this material universe, how could it be possible, when the visible order of things is still manifestly existing? Nay, in this instance, by "first" is meant no other than the "last" and by "last" no other than the "first."

Even as in the "Beginning that hath no beginnings" the term "last" is truly applicable unto Him who is the Educator of the visible and of the invisible, in like manner, are the terms "first" and "last" applicable unto His Manifestations. They are at the same time the Exponents of both the "first" and the "last." Whilst established upon the seat of the "first," they occupy the throne of the "last." Were a discerning eye to be found, it will readily perceive that the exponents of the "first" and the "last," of the "manifest" and the "hidden," of the "beginning" and the "seal" are none other than these holy Beings, these Essences of Detachment, these divine Souls. And wert thou to soar in the holy realm of "God was alone, there was none else besides Him," thou wilt find in that Court all these names utterly non-existent and completely forgotten. Then will thine eyes no longer be obscured by these veils, these terms, and allusions. How ethereal and lofty is this station, unto which even Gabriel, unshepherded, can never attain, and the Bird of Heaven, unassisted, can never reach!"
-Baha'u'llah, Kitab-i-Iqan, pages 162-164

Let there be peace on earth and let it begin with me.