The prophet Daniel described all of the successive Empires that would rule his land, in order, from his time until Jesus returns to earth.  His prophecies have been perfectly accurate so far.  We can therefore trust that Daniel's prophecies about our future will also be true.  As I will explain in the following few chapters, there will be only one more earthly empire in the Middle East, and this Empire will be evil!  But to explain that, lets start from the beginning.
     The two most famous of Daniel's prophecies are about (1) a statue and (2) four beasts.  Both these prophecies have clear and easy-to-understand explanations provided with them -- so there is no danger of misinterpreting them.  They both describe the same thing, a complete list of successive governments in order, from Daniel's time, into our future, with God's government being the final one.  To know where we are in this sequence of events we only need to read them in light of history, determining which governments have already arrived and gone.
     Both of these prophecies are long.  Rather than putting them here I have put them in a link.  Click here to read these prophecies, from Daniel 2:26-45 and Daniel 7:2-27.
     Daniel prophesied four empires in the Middle East, coming from the Mediterranean Sea (great sea, Daniel 7:2-3), each conquering its predecessor.  History tells us that the four empires were:  Babylonian, Persian, Greek, and the Roman Empires.  The Greek Empire was divided into four parts, and the Roman Empire was divided into two parts.  This is all common knowledge to Bible scholars.  The following four maps show these four empires in order; Babylonian, Persian, Greek, and Roman Empires:

Daniel's prophecies said that there would be exactly four kingdoms, not including God's rule.  But all the history books will tell you that there were five successive empires, including the Ottoman Empire.  I will discuss that extremely important empire in a later section.  Understanding the Ottoman Empire is a "key" to Biblical prophecy.  (Other governments in that region are not part of the prophecy, since they are not in succession; they do not conquer the empires before.)
     The Empire at the time of Daniel was the Babylonian Empire.  This was the "head of gold" (Daniel 2:32) and the "lion" (Daniel 7:4).  Daniel clearly says that "head of gold" is the Babylonian Empire (Daniel 2:37-38).  The second was the Persian Empire.  This was the "chest and arms of silver" (Daniel 2:32) and the "bear" (Daniel 7:5).  The third was the Greek Empire.  This is the "belly and thighs of bronze" (Daniel 2:32) and the "leopard" (Daniel 7:6).  Notice that the "leopard" had four "heads" (Daniel 7:6).  This matches the four parts of the Greek Empire.  The last one is the Roman Empire.  This is the "two legs of iron" (Daniel 2:33) and the "iron toothed" beast (Daniel 7:7).  Notice that the two "legs" correspond to the two parts of the Roman Empire.  These bonds between the prophecies and the real empires are unquestionable, since the prophecies are clear (look above for complete quotes of Daniel 2:26-45 and Daniel 7:2-27).
     This identification of the Empires is confirmed in another of Daniel's prophecies.  Daniel chapter 8 was written after the Babylonian Empire was replaced by the Persian Empire.  Therefore, only the three remaining Empires are mentioned.  In fact, Daniel mentions two of them by name!
  

Notice that there is the Persian Empire, followed by the Greek Empire.  Notice also that the Greek Empire will be split into four parts.  Then the Greek Empire will be replaced with a "stern-faced king", which matches the Roman Empire described in Daniel's other prophecies (Daniel 2:26-45 and Daniel 7:2-27.  For a complete text of these see the link above).
     Therefore, from all of this we can know that the final earthly Empire in the Mediterranean will be the Roman Empire.  But the history books tell us that the Roman Empire fell.  How can the Roman Empire be the last empire that is to come if it was already here and now is no more?  In the next section I will explain how this matches prophecy.