Kings & Prophets 19 Such a Time As This - Eyewitness Bible Series

The Jews from the Southern Kingdom were taken into exile into Babylon in 586 BC. The Babylonians were conquered by King Cyrus of the Persians in 538 or 539 BC. Shortly after that, he sent either one or two smallish delegations of Jews back to Jerusalem under the leadership of Sheshbazzar and Zerubbabel. Those stories are found in the book of Ezra and Haggai.
The purpose of those returns was to rebuild the Temple and reinstitute worship there. The Jews were not as diligent as they should have been. Also, the people who had been living in Jerusalem and the surrounding areas greatly opposed what the Jews were doing, and got the Persians to temporarily stop them.
Zechariah and Haggai wrote to warn the Jews of God’s impending punishment for their behavior, including their laziness and their intermarriage with non-Jews.
Meanwhile, back in Persia, the remainder of Jews were becoming accustomed to exile, and many were prospering financially. One of them, Esther, became queen to King Xerxes, an opportunity that became available when his former queen, Vashti, did not respect him sufficiently.