Abel was a keeper of sheep, but Cain was a tiller of the ground. ... Cain brought of the fruit of the ground an offering unto the LORD. And Abel, he also brought of the firstlings of his flock and of the fat thereof. And the LORD had respect unto Abel and to his offering. Genesis 4:2-4The first thing that Noah did after the flood was build an altar and sacrifice clean beasts and fowls to God. "And the Lord smelled a sweet savour."
And Noah builded an altar unto the LORD; and took of every clean beast, and of every clean fowl, and offered burnt offerings on the altar. And the Lord smelled a sweet savour. Genesis 8:20-21God promised Abraham that he would inherit all of the land from Egypt to the Euphrates River. When Abraham ask God for a sign, God told him to kill a three-year-old heifer, and a three-year-old ram, along with a turtle dove and a young pigen. Abraham did as he was told and that evening God lit the whole bloody mess on fire.
And he [God] said unto him [Abraham], Take me an heifer of three years old, and a she goat of three years old, and a ram of three years old, and a turtledove, and a young pigeon. And he took unto him all these, and divided them in the midst, and laid each piece one against another: but the birds divided he not. ... And it came to pass, that, when the sun went down, and it was dark, behold a smoking furnace, and a burning lamp that passed between those pieces. Genesis 15:9-17God commanded the Israelistes to build an altar for animal sacrifices. He then gave the Israelites dozens of commandments telling them in great detail what animals he wanted them to kill for him and how he wanted them killed and burned for "a sweet savour unto the Lord." The rituals involved things like wiping blood on the thumbs and big toes of the priests, sprinkling blood on the people, burning fat, and pouring blood on the altar. (Below are just a few of God's instructions. For more, see the first nine chapters of Leviticus.)
An altar of earth thou shalt make unto me, and shalt sacrifice thereon thy burnt offerings, and thy peace offerings, thy sheep, and thine oxen: in all places where I record my name I will come unto thee, and I will bless thee. Exodus 20:24
Aaron and his sons laid their hands upon the head of the bullock for the sin offering. And he slew it; and Moses took the blood, and put it upon the horns of the altar round about with his finger, and purified the altar, and poured the blood at the bottom of the altar, and sanctified it, to make reconciliation upon it. And he took all the fat that was upon the inwards, and the caul above the liver, and the two kidneys, and their fat, and Moses burned it upon the altar. But the bullock, and his hide, his flesh, and his dung, he burnt with fire without the camp; as the Lord commanded Moses. And he brought the ram for the burnt offering: and Aaron and his sons laid their hands upon the head of the ram. And he killed it; and Moses sprinkled the blood upon the altar round about. And he cut the ram into pieces; and Moses burnt the head, and the pieces, and the fat. And he washed the inwards and the legs in water; and Moses burnt the whole ram upon the altar: it was a burnt sacrifice for a sweet savour, and an offering made by fire unto the Lord; as the Lord commanded Moses. And he brought the other ram, the ram of consecration: and Aaron and his sons laid their hands upon the head of the ram. And he slew it; and Moses took of the blood of it, and put it upon the tip of Aaron's right ear, and upon the thumb of his right hand, and upon the great toe of his right foot. And he brought Aaron's sons, and Moses put of the blood upon the tip of their right ear, and upon the thumbs of their right hands, and upon the great toes of their right feet: and Moses sprinkled the blood upon the altar round about. And he took the fat, and the rump, and all the fat that was upon the inwards, and the caul above the liver, and the two kidneys, and their fat, and the right shoulder. Leviticus 8:14-25
Thou shalt sprinkle their blood upon the altar, and shalt burn their fat for an offering made by fire, for a sweet savour unto the LORD. Numbers 18:17-19
And thou shalt offer thy burnt offerings, the flesh and the blood, upon the altar of the LORD thy God: and the blood of thy sacrifices shall be poured out upon the altar of the LORD thy God, and thou shalt eat the flesh. Deuteronomy 12:27
Sacrifice and offering thou didst not desire. Psalm 40:6Some prophets make the same claim.
Will I eat of the flesh of bulls, or drink the blood of goats? Psalm 50:13
For thou desirest not sacrifice ... thou delightest not in burnt offerings. Psalm 51:16
I delight not in the blood of bullocks, or of lambs, or of he goats. Isaiah 1:11
He that killeth an ox is as if he slew a man. Isaiah 66:3
Your burnt offerings are not acceptable, nor your sacrifices sweet unto me. Jeremiah 6:20
Put your burnt offerings unto your sacrifices, and eat flesh. For I spake not unto your fathers, nor commanded them in the day that I brought them out of the land of Egypt, concerning burnt offerings or sacrifices. Jeremiah 7:21-22
For I desired mercy, and not sacrifice; and the knowledge of God more than burnt offerings. Hosea 6:6
Shall I come before him with burnt offerings, with calves of a year old? Will the LORD be pleased with thousands of rams? Micah 6:6-7
Jesus says the same thing a couple of times (quoting Hosea).
I will have mercy, and not sacrifice. Matthew 9:13, 12:7
And the book of Hebrews claims Jesus said this in a rather bizarre conversation with God:
When he cometh into the world, he saith, Sacrifice and offering thou wouldest not, but a body hast thou prepared me: In burnt offerings and sacrifices for sin thou hast had no pleasure. Hebrews 10:5-6