La Banda del Musiquero Loco from Argentina recorded a nice song called "Gaspar, Melchor y Baltazar" you'll find it on their site
http://www.musiqueroloco.com.ar/
They allowed us to post it, so you'll find the original lyrics, the English translation and their mp3 here
http://www.mamalisa.com/?t=es&p=751&c=106