The Bible provides some details as to where the Magi traveled after paying homage to the Christ Child:
[G]oing into the house they saw the child with Mary his mother, and they fell down and worshiped him. Then, opening their treasures, they offered him gifts, gold and frankincense and myrrh. And being warned in a dream not to return to Herod, they departed to their own country by another way. (Matthew 2:11-12)
All we know definitively is that they left Bethlehem (or Nazareth, according to some traditions) and returned to their country.
Where would that have been?
What tradition says
Outside of the Bible, there are many different stories, but some that have become the main "narrative" of where the Magi left.
Fr. Dwight Longenecker explains in an article for Aleteia the most common belief when it comes to the location of the Magi's "country':
The story is told in 14th-century John of Hildesheim’s Historia Trium Regum or “The History of the Three Kings.” John says Balthasar, Melchior, and Caspar were from India, Persia and Chaldea (present-day Iran and Iraq). They set off separately, met at the birthplace in Jerusalem and then journeyed together to Bethlehem. After worshiping Christ, they returned together to India, where they built a church, and after another vision that revealed that their earthly life was about to end, they died at the same time and were buried in their church in India.
Baptized by an Apostle?
There is even a story that they may have been baptized by St. Thomas the Apostle.
As the years passed they reportedly heard of a disciple of Jesus preaching in India. It was St. Thomas and they went in haste to find him. After relating to St. Thomas the story of their visit to the baby Jesus, Thomas related to them the Gospel message.
The apostle then baptized the three wise men and later ordained them priests and bishops. They lived together in a city called Suwella and later died before Christmas one year.
It's believed that later St. Helena (the mother of Constantine) visited India and recovered the relics of the Magi, initially bringing them back to Constantinople. Eventually their relics were transferred to Cologne, Germany, through a series of events.
What's certain is that the Magi were spiritually changed after their encounter and that wherever their country was, they returned with joyful hearts.
