Adam Clarke on Psalms 2:9

Thou shalt break them with a rod of iron - This may refer to the Jewish nation, whose final rejection of the Gospel was foreseen, and in whose place the Gentiles or heathen were brought into the Church of Christ. They were dispossessed of their land, their city was razed to its foundations, their temple was burnt with fire, and upwards of a million of themselves were slaughtered by the Romans! So heavily did the iron rod of God's judgments fall upon them for their obstinate unbelief.