Actually, the New Testament speaks volumes about the wrath of God, the comming day of judgment. The return of Christ is all about judgment and the day of wrath for those who do not have faith in Christ. Check out what Paul wrote:
God's Wrath on Unrighteousness
For the wrath of God is revealed from heaven against all ungodliness and unrighteousness of men, who by their unrighteousness suppress the truth.
For what can be known about God is plain to them, because God has shown it to them. For his invisible attributes, namely, his eternal power and divine nature, have been clearly perceived, ever since the creation of the world, in the things that have been made. So they are without excuse. For although they knew God, they did not honor him as God or give thanks to him, but they became futile in their thinking, and their foolish hearts were darkened. Claiming to be wise, they became fools, and exchanged the glory of the immortal God for images resembling mortal man and birds and animals and creeping things.
Therefore God gave them up in the lusts of their hearts to impurity, to the dishonoring of their bodies among themselves, because they exchanged the truth about God for a lie and worshiped and served the creature rather than the Creator, who is blessed forever! Amen.
For this reason God gave them up to dishonorable passions. For their women exchanged natural relations for those that are contrary to nature; and the men likewise gave up natural relations with women and were consumed with passion for one another, men committing shameless acts with men and receiving in themselves the due penalty for their error.
And since they did not see fit to acknowledge God, God gave them up to a debased mind to do what ought not to be done. They were filled with all manner of unrighteousness, evil, covetousness, malice. They are full of envy, murder, strife, deceit, maliciousness. They are gossips, slanderers, haters of God, insolent, haughty, boastful, inventors of evil, disobedient to parents, foolish, faithless, heartless, ruthless. Though they know God's decree that those who practice such things deserve to die, they not only do them but give approval to those who practice them. - Paul
If then you have been raised with Christ, seek the things that are above, where Christ is, seated at the right hand of God. Set your minds on things that are above, not on things that are on earth. For you have died, and your life is hidden with Christ in God. When Christ who is your life appears, then you also will appear with him in glory. Put to death therefore what is earthly in you: sexual immorality, impurity, passion, evil desire, and covetousness, which is idolatry. On account of these the wrath of God is coming. - Paul
The Judgment at Christ's Coming
This is evidence of the righteous judgment of God, that you may be considered worthy of the kingdom of God, for which you are also suffering since indeed God considers it just to repay with affliction those who afflict you, and to grant relief to you who are afflicted as well as to us, when the Lord Jesus is revealed from heaven with his mighty angels in flaming fire, inflicting vengeance on those who do not know God and on those who do not obey the gospel of our Lord Jesus. They will suffer the punishment of eternal destruction, away from the presence of the Lord and from the glory of his might, when he comes on that day to be glorified in his saints, and to be marveled at among all who have believed, because our testimony to you was believed. To this end we always pray for you, that our God may make you worthy of his calling and may fulfill every resolve for good and every work of faith by his power, so that the name of our Lord Jesus may be glorified in you, and you in him, according to the grace of our God and the Lord Jesus Christ. - Paul
And how about what Jesus taught on the subject?
Then he left the crowds and went into the house. And his disciples came to him, saying, Explain to us the parable of the weeds of the field. He answered, The one who sows the good seed is the Son of Man. The field is the world, and the good seed is the sons of the kingdom. The weeds are the sons of the evil one, and the enemy who sowed them is the devil. The harvest is the close of the age, and the reapers are angels. Just as the weeds are gathered and burned with fire, so will it be at the close of the age. The Son of Man will send his angels, and they will gather out of his kingdom all causes of sin and all law-breakers, and throw them into the fiery furnace. In that place there will be weeping and gnashing of teeth. Then the righteous will shine like the sun in the kingdom of their Father. He who has ears, let him hear. - Jesus
Even the forerunner of Jesus called John Baptist clearly makes the statment about the wrath of God.
But when he saw many of the Pharisees and Sadducees coming to his baptism, he said to them, You brood of vipers! Who warned you to flee from the wrath to come? - John the Baptist
And of course we have the book of Revelation by the Apostle John
When he opened the sixth seal, I looked, and behold, there was a great earthquake, and the sun became black as sackcloth, the full moon became like blood, and the stars of the sky fell to the earth as the fig tree sheds its winter fruit when shaken by a gale. The sky vanished like a scroll that is being rolled up, and every mountain and island was removed from its place. Then the kings of the earth and the great ones and the generals and the rich and the powerful, and everyone, slave and free, hid themselves in the caves and among the rocks of the mountains, calling to the mountains and rocks, Fall on us and hide us from the face of him who is seated on the throne, and from the wrath of the Lamb, for the great day of their wrath has come, and who can stand? - John
