Tradition has it that in later years the Wise Men were baptized by St. Thomas the Apostle; all three became bishops and spent the rest of their lives spreading Christianity, and at the end of their lives they each saw the Star of Bethlehem again and were reunited. One legend says that they were over 100 years old when they met to celebate Christmas, then died within a few days of each other.
Source:
http://www.royalty.nu/history/religion/Magi.html
Other interesting information:
http://en.wikipedia.org/wiki/Magi
