It had been some time since Jesus had been born but when the magi had seen the star in the distance--a star that they and their fellow astrologers knew nothing about--they set out quickly to find what it was a portent of. Surely, a new star must lead them to something special. As they arrived closer and closer to the place where they would find young Jesus, they began to realize that there was a connection between this star and a rumored new "King of the Jews." When they questioned other travelers, they asked if they had met the new King but none seemed to know of any new royalty and suggested that the magi keep this kind of talk to themselves--Herod would be none too pleased to find out that there might be another vying for his power. Herod was jealous of the throne--jealous enough to kill his own children to protect himself from their possible conspiratorial machinations. Herod had a good thing going and no amount of blood was too much to keep his pseudo-dominance of his little corner of the world. Yet, somehow, the magi ended up in the palace of Herod and asked him if he knew where the new King could be found. He didn't know but he desperately wanted to and lied to them: "I don't know where but if you find him, please come and tell me where I too might find him--I want to pay my respects to the new ruler."
Herod had gained and held his power by being willing to play the game and sell himself to Rome bit by bit. Herod's father--Antipater--had been poisoned for offering financial support to the treasonous men who murdered Caesar. It is hard to imagine that the son of a collaborator could rise to power but somehow Herod knew the game well enough to manipulate the right people. He swore his allegiance to Rome while using the Roman army to kill his father's supposed murderer. He would soon rise to power in Judea and be named tetrarch but he first had to consolidate his power by marrying his niece to cement his claim on the throne. This was an easy task for a powerful man like Herod but required that he banish and exile his current wife and three-year-old son. No cost was too high for Herod in his search for power. A little while later, after convincing the Roman leaders that his father's treachery had been forced, he was threatened by another usurper who he cast as a traitor and enemy of Rome to his powerful Roman friends. With the backing of his Roman friends--bought with his pledge of allegiance to Rome first and foremost--Herod was further cemented as Governor of Judea and he took the title: king Herod the Great. All it cost was his integrity, his allegiance, and selling the Jewish leadership into Roman control.
Herod had lost so much to gain what he wanted that he wasn't afraid to spill a littlemore blood for power. When the magi gave him the slip, he ordered soldiers and guards at his disposal to go to Bethlehem and murder all boys under the age of two. They were to die so that Herod could insure that no other would grow up to place a claim upon his throne--he didn't havemuch left to give Rome to insure they would continue to help him and, in fact, they expected him to keep the peace of it would cost him his life. So, the soldiers descended upon the little village and murdered infants and children because of a desperate man's fear. All in all, somewhere between 20 and 30 human lives were cut short by the obsessive arm of the Empire that hoped to maintain power by dealing in blood and death. Indeed, a prophecy from Jeremiah was fulfilled (perhaps for the second time): "A voice is heard in Ramah, weeping and great mourning, Rachel weeping for her children and refusing to be comforted, because they are no more."
Yet, they missed Jesus. Shortly before the soldiers came, an angel had come to Joseph and instructed him to take Jesus and Mary and get out of Israel--they had to go somewhere Herod could not reach--and go to Egypt. They fled the bloody grasp of Herod and would not return until Herod the Great had died and some of the sons he didn't murder had taken over. So as not to live under Herod's son Archelaus, they settle in Nazareth in Galilee