In Matthew 5:17, Jesus says he didn't come to abolish the law or Prophets but to fulfill them. What does it mean to "fulfill the law"?
Some possible meanings:
To fulfill the law means to complete it in every aspect. The Greek word is πληρῶσαι (lexical form πληρόω). Τελειόω is a synonym; it has a sense of bringing something to completeness in its end, in its finality. Πληρόω has the sense of to complete something in fullness. And this sense indeed applies to Jesus' fulfillment of the law: it was not a meager point-by-point legalistic accomplishment. It was a perfect, full, absolute, complete accomplishment.
This fullness of completeness is due to the fundamental nature of the law. Let's stay in the book of Matthew. If we are to talk about what law Jesus fulfilled, we must go to the passage in which he himself expresses what the law is.
In its most fundamental aspect, then, Jesus' keeping of the law was his perfect, passionate, perpetual love of the Father, and his gracious, humble, compassionate love to sinners. This is certainly played out in a detailed way, as expressed in Galactic Cowboy's answer, but let us not loose sight of the fact that everything Jesus did was out of love for the Father.
What it means for Jesus to 'fulfill the law' in Matthew 5:17 is what it means in context, nothing more nothing less. I will argue that Matthew is looking forward to the rest of chapter 5 where he expands and explains what he begins to talk about in 5:17:
Matthew 5:17-20 begins a section that ends with the final verse of chapter 5:
Crucial for understanding this section is understanding the contrast that Jesus introduces in verse 20 concerning righteousness and the scribes and Pharisees (highlighted above). What is this contrast? First we need to be clear what it is not: Both Jesus and the pharisees insist that the law is utterly sacred. "not an iota, not a dot, will pass from the Law" leaves no room for doubt that Jesus has no intention of subverting the law and it's commands. It goes without saying that the scribes and Pharisees essentially shared this view.
The actual contrast is not in the letter of the law, but in the spirit and interpretation of the law. This is evident in each of the examples Jesus gives:
The initially shocking demand that entry into the kingdom of heaven is dependent on a righteousness that "exceeds that of the scribes and Pharisees" has been explained. Jesus is not commanding righteousness that is 'more perfect' than that of the religious folk of his time, but an entirely different interpretation of what righteousness actually is. The law, correctly interpreted and obeyed, makes a person look like God, and not at all like a Pharisee:
To fulfill the law is to interpret it correctly: as concerning the heart; and obey2 it as it was intended to be obeyed: from the heart. Jesus' claim is that he himself does this perfectly.
1 "perfect" here can also carry the sense of 'complete', or 'fulfilled' which makes considerable sense in this context
Firstly, what is the law, and what is its purpose?
The law is a manifestation of the perfect holiness of God, and was given to us (humanity) to show how utterly unable we are to meet God's standard by our own means, strength or works (Romans 7:7). It shows us our sinfulness as a contrast to God's holiness. Old Testament saints who were called righteous relied upon the grace of God for their right standing with God, not their success at keeping the law.
When Jesus is said to have fulfilled the law, it means that He perfectly kept the law of God, and never sinned (1 Peter 2:22). This was therefore a manifestation of and testimony to His deity. Obviously something no other man could possibly do.
He didn't come to abolish the law means that the law remains the law and is (still) perfect (Romans 7:12). Even after we enter the New Pact in Jesus' blood (Mark 14:24), which places believers under grace not under law (Romans 6:15), therefore in a sense abolishing the law for believers, the law remains as a testament of God's holiness and our inability to meet His standard. Something that remains true even after conversion (Romans 7:19).
So, to answer your question:
A good way to understand this is to compare it to the difference between cancelling ("forgiving") a debt, and paying the debt. In one, payment is made which fulfills the obligations of the debt, and in the other payment is withheld and the obligations of the debt are not met. This is an important point because it shows that God's justice is not violated in dispensing mercy and forgiveness to believers. God remains just while at the same time able to show mercy to sinners. Something that is present in no other belief system outside of biblical christianity.
Jesus fulfilled the law, He didn't simply abolish it.
This is based one history and the actual scriptures, so keep an open mind.
The Greek word behind "fulfilled" does mean something that has been filled up to the highest degree. Every year the lamb without spot and blemish was offered on the preparation day of the Passover. Christianity teaches that it was impossible for the blood of animals to wash away the sins of humans and this was instead fulfilled in Jesus's death and resurrection.
Paul claims that 1 Cor. 15 is based on an actual historical event:
All the new testament writings conformed to this basic framework. Paul says the "Anointed One" was man's Passover, and people are unleavened in him because he has been sacrificed for us. And that he was raised up as the first fruits. Paul says he thus fulfilled the whole feast of Unleavened Bread.
We learn from Luke 24:21 where the Greek text literally say that the third day is "from" the day of the Passover offering. That is in accordance with the law that says the first day of unleavened bread starts the day after the Passover sacrifice and the removal of unleavened bread. Hence the days Jesus spent in the tomb and the days of Unleavened Bread is in full agreement. And he was therefore raised the third day of Unleavened Bread. The first fruits has to be reaped during the days of unleavened bread according to law.
So he was offered on the preparation day of the Passover, was entombed before the next day, and remained in tomb until the third day and was resurrected as the first fruits. That's how this is summed up in Christian scripture. He did not only come to fulfill the Prophets and Psalms, but also the Law until the last detail.
This wil not be the most popular answer, but it is purely based on the gospels which are based on historic events, which are according to the gospels and the testimony of the original witnesses.
Jesus fulfills the prophecies which are hidden in the law.
The law says a clean animal is one which ruminates (meditates on the word) and that meditation produces a separated (holy) walk.
Jesus fulfills the prophecy contained in the law of the leper. His Father forsook him (shaved head), his prayer (remove this cup) was not answered (covered lip). He bore our sin completely (leper covered completely with sin) and became our high priest (ceremony of cleansing like the one for priests).
He fulfills the law of murdering by killing without becoming culpable of murder by laying down his own life in love for us.
He fulfills all the law of sacrifices since they are all types of his sacrifice.
He fulfills the law of lying by lying without becoming culpable of sin by speaking in parables.
He 'does not honor his parents' when he was twelve without sinning by 'being about His Father's business'.
He comes as the thief in the night.
All the law has a shadow which is fulfilled in Christ.
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