Tradition says that the "Three Kings" were converted and became holy saints.
It is said that the Three Kings who traveled to Bethlehem to adore the newborn King were radically changed by the experience and abandoned their pagan ways. According to one account, the Magi traveled to India and were eventually baptized by St. Thomas the Apostle before their deaths.
Tradition has since held Balthasar, Melchior and Caspar as “saints,” and throughout the centuries various prayers have been composed to them. Below is one such prayer, part of a longer novena to the Magi that is often said in preparation for the feast of Epiphany.
O Holy Magi, you were living in continual expectation of the rising of the Star of Jacob, which would announce the birth of the true Son of justice; obtain for me an increase of faith and charity, and the grace to live in continual hope of beholding, one day, the light of heavenly glory and eternal joy.
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Glory be to the Father and to the Son and to the Holy Spirit, as it was in the beginning, is now, and ever shall be, world without end. Amen
Prayer to the Infant Jesus:
Infant Jesus, meek and mild,
look on me a little child.
Pity mine and pity me,
suffer me to come to Thee.
Heart of Jesus, I adore Thee.
Heart of Mary, I implore Thee.
Heart of Joseph, pure and just.
In these three hearts, I put my trust.
Help us Joseph in our early strife,
ever to lead a pure and blameless life.
O, Holy Magi, Pray for Us