Western Christianity celebrates the Magi on the day of Epiphany, January 6, the day immediately following the twelve days of Christmas, particularly in the Spanish-speaking parts of the world.
In Spain, the Three Kings ("los Reyes Magos") receive letters from children and so bring them gifts on the night before Epiphany.
Each one of the Magi is supposed to represent one different continent, Europe (Melchior), Asia (Caspar) and Africa (Balthasar).
According to the tradition, the Magi come from the Orient on their camels to visit the houses of all the children; much like Santa Claus with his reindeer, they visit everyone in one night.
This picture has been taken in the Castellana Road in Madrid (Spain) just a few minutes before the parade with the Magi passed by, giving gifts and sweets to the children.