The following I've taken from "Moments for Pastors" by Robert Strand. It's too good not to share.
The Gospels do not tell us how many wise men, or magi, journeyed to Bethelehem following the star. Popular tradition holds that there were three--Caspar, Melichior, and Balthasar. But there is also a tradition of a fourth wise man named Artaban.
As Artaban prepared to set out and follow the star, he took with him a sapphire, a ruby, and a pearl of great price as gifts to the newborn King, whenever He was to be found. On his way to join the other wise men, Artaban stopped to care for a sick traveler. If he stayed to help, however, he could miss the rendezvous with his friends. He stayed, and the delay was just enough to make him late for the caravan's departure. Now Artaban was alone, and he needed transportation and supplies to cross the desert. So he sold the sapphire to purchase camels and supplies. He was saddened because the King would never have the precious gem. Artaban journeyed onward and reached Bethlehem, but again he was too late. There were soldiers everywhere to carry out Herod's command that the male children should be slain. Artaban took out the brilliant ruby to bribe the captain and save the children in the village where he was staying. Children were saved, mothers rejoiced; but the ruby, also, would not reach the King. For 33 years Artaban searched in vain and finally found his way to Jerusalem on the day several crucifixions were to take place. Artaban hurried towards Calvary in order to bribe the Roman guard with the precious pearl and save the man called Jesus. Something told him this was the King of kings that he had searched for all of his life. Just then, a young woman was being dragged along the street toward the slave market. She called out to Artaban, pleading for help. With only a slight hesitation, he gave the last jewel for her ransom. Now Artaban had none of the precious gems he had intended to present to the King. Reaching the place where the crucifixions were to occur he was brokenhearted when he saw he could do nothing to help Jesus. But then something remarkable happened. Jesus looked over toward Artaban and said to him, "Don't be brokenhearted, Artaban. You've been helping me all your life. When I was hungry, you gave me food, when I was thirsty, you gave me drink, when I was naked, you clothed me, when I was a stranger, you took me in." Some say Artaban never found Christ. Others say he was the wisest of the wise men.