During the Greek and Roman period the supreme religious body of the Jews was the Great Sanhedrin in Jerusalem. It was the final authority on religious matters, but also seemed to have had political and judicial power.
When the Romans deposed Archelaus, Judaea became a Roman province under the authority of a Roman governor (of whom, Pontus Pilate is the most famous).
At some point the Romans took away the right of Sanhedrin to carry out capital punishments. This is why Jesus had to go before Pilate, despite being condemned to death by the Sanhedrin. This is also why later a high priest took the opportunity between the death of one governor and the arrival of another to have James, the brother of Jesus, put to death (Josephus, Antiquities 20.9.1).
For more information see:
- Shira Schoenberg, ‘The Sanhedrin‘ on Jewish Virtual Library
- Charles Souvay, ‘Sanhedrin‘ in Catholic Encyclopedia
- ‘Sanhedrin‘ in Netbible.org’s study dictionary