Okay, these are a little late, but if you are celebrating 3 Kings Day on Sunday and need to whip up something, these can help.

Microsoft
Microsoft is always a good place to look. They have some scalable WMF files listed under “Nativity.”

Vectorportal
Vectorportal’s entry looks a little sad, but here it is in case you feel you can do something with it.

dafont

dafont.com has this great set of Christmas Silhouettes, including some nice dingbats of the 3 Wise Men.

Aaron Skinner (CreativeMYK.com)
Finally, I listed this one before under Christmas resources, but you could certainly modify this PSD file if you want to use if for the Magi.