All that we know about them is that which is stated in the second chapter of Matthew. They came from the east and returned there. From just where in the east they came is not known nor do we know how it is that they knew the significance of the star that guided them. We don't even really know how many of them there were. The Bible just says wise men. It has been assumed that there were three because they presented three gifts, but that is just an assumption. So, we really know very little about these men. Just about everything about them is a mystery.

It says they returned home by a different route than they'd used to come - to avoid Herod, who was looking for the newborn king and killed all the baby boys to make sure no king was going to unseat him. There's no further mention of the magi, as far as I know.

These three dudes were not in the manager as depicted in the nativity scene. They came to see him when he was a child (toddler) slightly under 3 years of age.

I love how no one ever questions this when Christmas arrives.

Matthew 2:1-9 tells that they went back a different way because the angel warned them too.
Luke 2:20 tells no more of the shepherds either except they went back to the fields to tend their sheep.
I figured this out, an angel told the shepherds. the wise men saw a star and followed it . it took them to Herod first and then led them to Jesus. then the angel came to the wise men and warned them. i truly believe satan sent that star.........
God sent the angel.......i know it is not relevant to the question , just wanted to share it.

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

http://www.newadvent.org/cathen/09527a.htm give you a lot of info concerning the Magi who visited the infant Jesus.

I believe the magi are symbolic of 3 stars on Orion's belt not literal people.

I wondered about that myself. All I can recall is that they were given a divine message to go home a different way because they were likely to be in danger from Herod's men.