Wise men, or Magi, or astrologers from some country or countries east of Israel had arrived looking for a new baby king that was supposed to have been born in the area.  They had, not unreasonably, gone to the ruler of the country, Herod the Great, looking for the baby or young child. Herod knew nothing of such a child and was not amused!  He interviewed the men to find out where they'd got this idea and sent them on their way to look for any such child - he sent them as his spies - and asked them to report back.  They were not silly, and , after they had found the young child, they did not go back to report to Herod, but left the country.  (Matthew , chapter 2: v. 1  - 12 tells this part of the story)

These astrologers are commonly known as the 'three wise men from the east'.  There is nothing in the Bible that tells us any particlar number of astrologers, nor their names or where they were really from.  There are legends and stories that have grown up about them. Some years ago I read, or was told, of a Malayan legend about astrologers who had gone off travelling to the west, following directions through the stars,  looking for a great ruler or prince who was supposed to have been born in some country west of Malasia.  This legend apparently had been told long before Christian missionaries came to the country with the story of Jesus' birth.

New Bible Commentary, p 908.  Magi were astrologers, who played a prominent part in court life in manyneastern states, as advisers to kings.  Their insights were derived from sophisticated astronomical observation combined with the sort of 'interpretation' which present-day horoscopes provide.  By such calculations made in the east (probably Mesopotamia, modern Iraq) the  had concluded that an important royal birth had taken place in Palestine, which called for a 'state visit'
p 909.  King Herod ('the Great') died in 4 BC.  This episode did not necessarily take place immediately after Jesus' birth, but within two years of it.......

One these astrologers had visited his little family, Joseph was warned, again by an angel in a dream, that King Herod was looking for Jesus to get rid of him and that Joseph was to take his family away to Egypt for safety.

New Bible Commentary note, p 909.  Egypt was a traditional place of asylum for Jews in political danger.

V 14.
So Joseph rose from sleep, and taking mother and child by night he went away with them to Egypt, and there he stayed till Herod's death.

Once again, Joseph doesn't argue, and although this must have been a major disruption, he immediately left in the middle of the night and took his family out of the country as so many of today's refugee families have had to do.Joseph would have been expecting to be able to settle with his new family back into normal life in Nazareth or wherever he had made his home and now, all of a sudden, he had to travel to a foreign country, presumably with few belongings or tools of trade.  A refugee family in every sense.

V 15.
This was to fulfil what the Lord had declared through the prophet: 'I called my son out of Egypt.'

Matthew quotes from the Old Testament as proof that Jesus fulfilled the Old Testament prophesies about the coming Messiah for the Jewsish Christians he was writing to  This quote is from Hosea 11: 1 ("When Israel was a child, I loved him, and out of Egypt I called my son. NIV) and, in Hosea, was referring to the way God had shown is love and care for his chosen people, Israel, and had led them out of Egypt in Moses' time and brought them back to the 'promised land'.

Quest Study Bible note, p 1245.  Matthew saw this as a picture of God's protection of Jesus, when he led Joseph to take Jesus to Egypt to escape from King Herod.

Quest Study Bible note , p 1334. Inspired by the Holy Spirit, Matthew, like other New Testment writers, sometimes saw a theme or a symbol in the Old Testament that illustrated what Jesus accomplished or experienced.

New Bible Commentary, p 909.  Hosea 11: 1 speaks of the exodus of God's son Israel out of Egypt (NIV).  Matthew uses it here on the basis of his conviction that Jesus himself was the true Israel.

V 16.
When Herod saw how the astrologers had tricked him he fell into a passion, and gave orders for the massacre of all children in Bethlehem and its neighbourhood, of the age of two years or less, corresponding with the time he had ascertained from the astrologers.

Herod was extremely angry that the astrologers had not followed his orders to return and report back to him, but by this time they were well and truly out of his jurisdiction and he couldn't exact revenge on them.  So he took out his revenge and his fears on the innocent children of Bethlehem in an attempt to get rid of this so-called prince that was supposed to have been born there. An absolute ruler like Herod was able to order such massacres whenever he saw fit to protect himself and his throne - and, as he would see it, to protect his country.

New Bible Commentary p 909.  In his last few years, Herod's paranoid defence of his throne led him to execute many imagined claimants, including even three of his sons and his favoiurite wife.  The elimination of the handful of male infants in the small village of Bethlehem was entirely in character.

Herod was not alone in history as far as this kind of treatment of innocent people by power hungry rulers and governments.  Recent years have given us many instances of this, resulting in the vast numbers of refugees in the world today.  Jesus is able to understand their plight, just as he experienced in his life so many of the things that worry and upset us.

V 17, 18
So the words spoken through Jeremiah the prophet were fulfilled: 'A voice was heard in Rama, wailing and loud laments; it was Rachel weeping for her children, and refusing all consolation, because they were no more.'

Another quote from the Old Testament - from Jeremiah 31: 15: These are the words of the Lord:

New Bible Commentary, p 909.The tradition of Rachel's burial near Bethlehem makes this quotation appropriate;  the children in Jeremiah 31: 15 were the Jews taken into exile (from Ramah, another traditional site of Rachel's burial), but the chapter goes on to promise their return.

Quest Study Bible note p 1088.  When King Herod slaughtered the baby boys in and around Bethlehem, Matthew caslled thst atrocity a "fulfillment" of this passage [Jeremiah 31: 15].  It was more of an emotional parallel, however, than a prediction come true.  Jeremiah's passage mirored the same kind of intense grief that filled Bethlehem after Herod slaughtered the infants.  Jeremiah himself borrowed from Israel's history when he wrote these words.  He recalled the experience of Rachel, Jacob's wife, to paint a picture of grief coming to the nation.  Dying while in childbirth, Rachel had named her son, son of my trouble; Jacob renamed him Benjamin, son of my right hand (Genesis 35: 16 - 20).  Jeremiah used this piture to show that sorrow would come to the tribe of Benjamin.  Figuratively, Rachel would  weep again when her descendants were killed and carried into captivity.  Matthew, then, borrowed this imagery again to draw a powerful picture of the terrible sadness caused by Herod's decree.

V 19. - 21
The time came that Herod died; and an angel of the Lord appeared in a dream to Joseph in Egypt and said to him, 'Rise up, take the child and his mother, and go with them to the land of Israel, for the men who threatened the child's life are dead.' so he rose, took mother and child with him, and came to the land of Israel.

Another dream for Joseph - and another message from God.  Joseph is to uproot his family again and go home to his own country.  And once again, Joseph obeyed.

V 22.
Hearing, however, that Archelaus had succeeded his father Herod as king of Judaea, he was afraid to go there.  And being warned by a dream, he withdrew to the region of Galilee;

Joseph must have kept a 'weather eye' open as regards the situation in Israel.  He probably knew that he would eventually have to take Jesus back there and he needed to know when the danger was past.  He had assurance that Herod was dead, but he must have known of the kind of person the new king, Archelaus, was and he obviously felt that Archelaus could be as much a danger as Herod was..  So he chose to take his family to Galilee where another of Herod's sons, Antipas, ruled.

V 23.
and there he settled in a town called Nazareth.  This was to fulfil the words spoken through the prophets: 'He shall be called a Nazarene.'

Joseph and his family settled at Nazareth.  Matthew again quotes  Old Testament prophets, saying it had been predicted that the Messiah would be called a Nazarene.

New Bible Commentary, p 909.  He will be called a Nazarene is not a quotation of a specific text (as the formula indicates by a general reference to the prophets) but probably sums up the prophetic theme of a humble, despised Messiah..
John 1: 46 tells us of a comment made by Nathanael, one of the disciples when he first heard of Jesus: (NIV) "Nazareth!  Can anything good come from there?" Nathanael asked.  "Come and see," said Philip.

Quest Study Bible note p 1335. Matthew was using a contemporary idiom to describe what the ancient writers had foretold.  The word Nazarene was a derogatory term -- those who lived in Nazareth (or anywhere else in Galilee) were viewed as second-class citizens. Mstthew was saying that several prophets had predicted the Holy One of God would be despised and rejected -a victim of prejudice.

Modern day refugees often face a similar prejudice and are made to feel thst they are 'second-class citizens'.