Yes, I said Ethiopia. Most legends or traditions have the Magi all coming out of Babylon where the Magi originated. Matthew did, after all, say the EAST, right? The fact is, as long as they crossed the Jordan to come into Israel, they would have been said to come ‘from the East’! One of the widely popular traditions is that one of the kings came from Ethiopia, a man of color. And, usually, they name him Balthazar.
Beneath the floor of the palace of the first Christian King of Ethiopia, Ezana, is the tomb of King Bazen. This King Bazen is traditionally connected with Balthazar. His name also appears as Zäbe’esi Bazén, ZäBazén Balthazar or Tazén. He is listed as a part of the Solomonic line. In other words, he claims lineage through Solomon, King of Israel, and the thought fabled Queen of Sheba. It is legend that in the 8th year of his reign, Christ was born. Although Ethiopia is well known as an ancient source of gold, King Bazen is said to have brought Frankincense to the Christ child.