December 27, 2018
When do we tell the story of Herod's response to the Magi going home without telling him where they found Jesus?
The story you are referring to is encompassed in the Feast of the Holy Innocents, whose fixed date for celebration is December 28. The tale is part of Matthew and, as such, follows Matthew's outline that Jesus' life is a rough parallel to the life of Moses and of Israel.
Beginning in Matthew 2:1, we read about the coming of the Magi. These men are from the east, most likely the home of the Chaldeans (i.e. Babylon), which is also the area out of which Abraham migrates to Canna, but this is speculation based not only on the geography, but also the fact that the Babylonians had a long tradition of star gazing. They first go to Jerusalem to seek counsel from Herod based on the sighting of the star rising in that area. Herod, not knowing of the significance of the events, summons the chief priests and they advise him, and through him the Magi, that the Messiah was to be born in Bethlehem.
Herod uses this moment to induce the Magi to locate the child for him so that he might "worship" him too. The Magi travel to Bethlehem, which, after the length of their trip up until now, must not seem far away, and there the star stops. They find the child in a house (no, not in a manger), and they prostrate themselves before him. Before they travel home, they are warned in a dream not to return to Herod. They go home by another road.
After the Magi leave, an angel warns Joseph in a dream that he and his family must flee to Egypt to avoid Herod. Egypt, remember, is the place that God sends Abraham for safety, as well as Jacob and his family, in the book of Genesis. He stays there until after Herod dies.
Herod, in the meantime, figures out that he has been tricked by the Magi. He then sends men and kills all male children under the age of two. Something very akin to what Pharaoh does to the children of Israel in Exodus when he feels threatened by their presence. Finally, Joseph settles in Galilee, in the town of Nazareth, not in his hometown of Bethlehem, the place of Jesus' birth.
The Bible is full of stories of the struggle of God's people, especially the struggles of those who are faithful to God, even those who have done nothing to deserve being punished or killed. This story in Matthew is one of those tales, and a sobering one, especially in a time of celebration. Until God established his Kingdom in fullness, his faithful will always be faced with the issues of celebration in times of peril or pain. Paradox is part of life as we now know it.