"We Three Kings of Orient Are" (according to my dictionary, that's East Asia)
The Bible specifies that they saw the star in the east.
Presumably they were headed for Hawaii.

"Bearing gifts we travel so far"
If they actually started West of Bethlehem, they couldn't have come from too far, unless they travelled by boat.

"Persian Lands Afar" - wrong direction, again!

I like the fact the "I Saw Three Ships" was once about an expedition to retirieve the skulls of the three wise men. Can we get ahold of these skulls, do a little DNA analysis and find out where they really came from?