Let us alone - Though only one impure spirit is mentioned as possessing this man, yet that spirit speaks also in the name of others.
They were leagued together in the work of evil, and this one knew that if he was punished, others would also share the same fate.
What have we to do with thee? - See the notes at Matthew 8:29. By this the spirit meant to say that, if Jesus cast him out, he would use an improper interference. But this was untrue. The possession of the man was a direct assault upon God and his works. Jesus came to destroy the works of the devil, and Jesus had a right, therefore, to liberate the captive, and to punish him who had possessed him. So Satan still considers it an infringement of his rights when God frees a "sinner" from bondage and destroys his influence over the soul. So he still asks to be let alone, and to be suffered to lead people captive at his will.
Art thou come to destroy us? - Implying that this could not be the intention of the "benevolent" Messiah; that to be cast out of that man would, in fact, be his destruction, and that therefore he might be suffered still to remain. Or it may imply, as in Matthew 8:29, that the time of their destruction had not come, and that he ought not to destroy them before that.
I know thee who thou art - Evil spirits seem to have been acquainted at once with the Messiah. Besides, they had learned from his miracles that he was the Messiah, and had power over them.
The Holy One of God - The Messiah. See Daniel 9:24. Jesus is called "the Holy One of God" because:
1. Jesus was eminently pure.
2. Because Jesus was the only begotten Son of God - equal with the Father. And,
3. Because Jesus was anointed (set apart) to the work of the Messiah, the mediator between God and man.

What have we to do with thee - Or, What is it to us and to thee? or, What business hast thou with us? That this is the meaning of the original, τι ἡμιν και σοι, Kypke has sufficiently shown. There is a phrase exactly like it in 2-Samuel 16:10. What have I to do with you, ye sons of Zeruiah? מה לי ולכם בני צרויה ma li v'lacem beney Tseruiah, What business have ye with me, or, Why do ye trouble me, ye sons of Tseruiah? The Septuagint translate the Hebrew just as the evangelist does here, τι εμοι και ὑμιν; it is the same idiom in both places, as there can be no doubt that the demoniac spoke in Hebrew, or in the Chaldeo-Syriac dialect of that language, which was then common in Judea. See on Matthew 8:29 (note).
Art thou come to destroy us? - We may suppose this spirit to have felt and spoken thus: "Is this the time of which it hath been predicted, that in it the Messiah should destroy all that power which we have usurped and exercised over the bodies and souls of men? Alas! it is so. I now plainly see who thou art - the Holy One of God, who art come to destroy unholiness, in which we have our residence, and through which we have our reign in the souls of men." An unholy spirit is the only place where Satan can have his full operation, and show forth the plenitude of his destroying power.

Saying, Let [us] alone; what have we to do with thee, thou (m) Jesus of Nazareth? art thou come to destroy us? I know thee who thou art, the (n) Holy One of God.
(m) He was born in Bethlehem, but through the error of the people he was called a Nazarene, because he was brought up in Nazareth.
(n) He alludes to the name that was written in the golden plate which the high Priest wore; (Exodus 28:36)

Saying, let us alone, &c. Meaning with himself, the rest of the unclean spirits, that had possessed the bodies of men in Galilee, and in all Judea; knowing that Christ had power to dislodge them, and fearing he would, entreats him he would let them alone, quietly to dwell in their beloved habitations:
what have we to do with thee? They had nothing to do with Christ, as a Saviour; they had no interest in him, nor in his redemption, but he had something to do with them, to show his power over them, and to deliver men out of their hands:
thou Jesus of Nazareth: calling him so, from the place where he was educated, and had lived the greatest part of his life, though he knew he was born at Bethlehem; but this he said, according to the common notion of the people, and it being the usual appellation of him:
art thou come to destroy us? not to annihilate them, but either to turn them out of the bodies of men, which to them was a sort of a destruction of them, and was really a destroying that power, which they had for some time exercised over men; or to shut them up in the prison of hell, and inflict that full punishment on them, which is in reserve for them:
I know thee who thou art, the Holy One of God: he whom God had called his Holy One, Psalm 16:10, and who is so, both in his divine nature, as the Son of God, the Holy One of Israel; and as the Son of man, being the holy thing born of the virgin, and is without the least stain of original sin, or blemish of actual transgression; and also as the mediator, whom the Father has sanctified and sent into the world, the true Messiah; and all this the devil knew from his wonderful incarnation, by the voice from heaven at his baptism, from the conquest over him in the wilderness, and by the miracles he had already wrought: in the high priest's mitre was written, , which may be rendered, "the Holy One of the Lord": the high priest was an eminent type of him.

Saying, Let us alone--or rather, perhaps, "ah!" expressive of mingled astonishment and terror.
what have we to do with thee--an expression of frequent occurrence in the Old Testament (1-Kings 17:18; 2-Kings 3:13; 2-Chronicles 35:21, &c.). It denotes entire separation of interests:--that is, "Thou and we have nothing in common; we want not Thee; what wouldst Thou with us?" For the analogous application of it by our Lord to His mother, see on John 2:4.
thou Jesus of Nazareth--"Jesus, Nazarene!" an epithet originally given to express contempt, but soon adopted as the current designation by those who held our Lord in honor (Luke 18:37; Mark 16:6; Acts 2:22).
art thou come to destroy us?--In the case of the Gadarene demoniac the question was, "Art Thou come hither to torment us before the time?" (Matthew 8:29). Themselves tormentors and destroyers of their victims, they discern in Jesus their own destined tormentor and destroyer, anticipating and dreading what they know and feel to be awaiting them! Conscious, too, that their power was but permitted and temporary, and perceiving in Him, perhaps, the woman's Seed that was to bruise the head and destroy the works of the devil, they regard His approach to them on this occasion as a signal to let go their grasp of this miserable victim.
I know thee who thou art, the Holy One of God--This and other even more glorious testimonies to our Lord were given, as we know, with no good will, but in hope that, by the acceptance of them, He might appear to the people to be in league with evil spirits--a calumny which His enemies were ready enough to throw out against Him. But a Wiser than either was here, who invariably rejected and silenced the testimonies that came to Him from beneath, and thus was able to rebut the imputations of His enemies against Him (Matthew 12:24-30). The expression, "Holy One of God," seems evidently taken from that Messianic Psalm (Psalm 16:10), in which He is styled "Thine Holy One."

What have we to do with thee? A common Jewish way of saying, "Do not trouble us."
Art thou come to destroy us? An admission that Christ came to destroy the devil and his works.
I know thee. The demon made a better confession that most of the Jews.