Internet Archive has full-text PDFs available of John Lightfoot’s Hebrew and Talmudical Exercitations (a.k.a., Commentary on the New Testament from the Talmud and Hebraica; Oxford, 1859):
As a follow up to noting Rob Bradshaw’s additions of Charles Simeon and John Lightfoot’s works in conveniently accessible PDF files, some other possibly helpful resources across which I’ve recently stumbled (sometimes apparently afresh) include:
Rob Bradshaw has collected John Pitman’s 13-volume set of John Lightfoot’s works.
Among other things, Lightfoot’s works include a series of “Hebrew and Talmudical Exercitations” on Matthew–1 Corinthians (i.e., discussions of texts in light of select Talmudic and other Jewish literary parallels).
Via a convenient master table of contents page, the set is available in one PDF file per printed volume.