"Three Kings Day, also known as The Epiphany, is celebrated on January 6th, twelve days after Christmas. It is often viewed as the last day of the Christmas season (the end of the 12 days of Christmas)." (2)
Many other cultures Latin and European celebrate this. See below for customs.
"There are varying stories about Epiphany and Italy. According to the Roman author Macrobius,[citation needed] the word "Epiphania" was transformed into Befana, the great fair[citation needed] held at that season, when sigillaria of terracotta or baked pastry were sold (Macrobius I, x, xxiv; II, xlix). In popular folklore, Befana visits all the children of Italy on the eve of January 6 to fill their socks with candy and presents if they are good or a lump of coal or dark candy if they are bad.
In some European cultures, the greenery put up at Christmas is taken down at Epiphany, in other cultures it remains up until the Presentation of Jesus at the Temple (February 2).
The Irish call this day Little Christmas or "Women's Christmas" (Irish: Nollaig na mBan).
The Dutch and Flemish call this day Drie Koningen (Three Kings' Day). In the Netherlands and Belgium, children in groups of three (symbolising the three kings) proceed in costume from house to house while singing songs typical for the occasion, and receiving a coin or some sweets at each door.[citation needed]
In France, on Epiphany people eat the gâteau des Rois in Provence or the galette des Rois in the northern half of France and Belgium. This is a kind of king cake, with a trinket (usually a porcelain figurine of a king) or a bean hidden inside. The person who gets the piece of cake with the trinket becomes "king" for a day.
In Greece, Cyprus and the Greek diaspora throughout the world, the feast is colloquially called the "Phōta" (Greek: Φώτα, "Lights") and customs revolve around the Great Blessing of the Waters. It marks the end of the traditional ban on sailing, as the tumultuous winter seas are cleansed of the mischief-prone "kalikántzaroi", the goblins that try to torment God-fearing Christians through the festive season. The Phota form the middle of another festive triduum, together with Epiphany Eve, January 5, when children sing the Epiphany carols, and the great feast of St. John the Baptist on January 7, when the numerous Johns and Joans celebrate their name-day.
In Malta, Epiphany is commonly known as It-Tre Re (The Three Kings). Until the 1980s January 6 was a public holiday, but today the Maltese are celebrating Epiphany on the first Sunday of the year. But children are still taking January 6 as a school holiday and Christmas decorations light up till this day also on most public streets.
In Portugal, Epiphany, on January 6, is called dia dos Reis (day of the kings), during which the traditional Bolo Rei (King cake) is baked and eaten.
In Spain, and some Latin American countries Epiphany day is called El Día de los Reyes (The Day of the Kings), i.e., the day when a group of Kings or Magi, as related in the second chapter of the gospel of Matthew, arrived to worship and bring three gifts to the baby Jesus after following a star in the heavens. This day is sometimes known as the Día de los Tres Reyes Magos (The day of the Three Royal Magi) or La Pascua de los Negros (Holy Day of the Blackmen) in Chile, although the latter is rarely heard. In Spanish tradition, on the day of January 6, three of the Kings: Melchior, Gaspar, and Balthazar, representing Europe, Arabia, and Africa, arrived on horse, camel and elephant, bringing respectively gold, frankincense and myrrh to the baby Jesus. Children (and many adults) polish and leave their shoes ready for the Kings' presents before they go to bed on the eve of January 6. Sweet wine, nibbles, fruit and milk are left for the Kings and their camels. In Mexico, it is traditional for children to leave their shoes, along with a letter with toy requests for the Three Kings, by the family nativity scene or by their beds. In some parts of northern Mexico the shoes and letters are left under the Christmas tree. The shoes may be filled with hay for the camels, so that the Kings will be generous with their gifts.
In the Philippines, the Christmas season traditionally ends on this day, known colloquially as "Three Kings" or "Tres Reyes" (Filipino:Tatlong Hari). Filipino children also leave their shoes out, so that the Kings would leave behind gifts like candy or money inside. Most others on this day simply greet one another with the phrase "Happy Three Kings!". In some locales, there is the practice of having three men, dressed as the Tatlong Hari, ride around on horseback, distributing trinkets and candy to the children of the area. The collective name for the group is immortalised as the Filipino surname Tatlonghari, and the Spanish name for the day has survived to the present in masculine given name Epifanio (e.g. Epifanio de los Santos).
In Puerto Rico, it is traditional for children to fill a box with grass or hay and put it underneath their bed, for the same reasons. These traditions are analogous to the customs of children leaving mince pies and sherry out for Father Christmas in Western Europe or leaving milk and cookies for Santa Claus in the United States.
In the afternoon or evening of the same day the ritual of the Rosca de reyes/Roscón de Reyes is shared with family and friends. The Rosca or Roscón is a type of pastry made with orange blossom water and butter, and decorated with candied fruit. Baked inside is a small doll representing the baby Jesus.
In Mexico, the person who finds the doll in their piece of rosca must throw a party on February 2, "Candelaria Day," offering tamales and atole (a hot sweet drink thickened with corn flour) to the guests.
In Spain, the bread is known as Roscón. Made with the same or similar items above; traditionally the roscón was simply a round, sweet bread with candied fruit on top, however, recently, different flavoured whipped creams are used as filling. The 'Jesus' doll evolved into a small toy similar to a Kinder Surprise it may also includes a bean. The person who gets the toy is then crowned king for the day, while the person who finds the bean is responsible for paying for the Roscon.
In Louisiana, Epiphany is the beginning of the Mardi Gras season, during which it is customary to bake King Cakes, similar to the Rosca mentioned above. The one who finds the doll (or bean) must provide the next king cake. The interval between Epiphany and Mardi Gras is sometimes known as "king cake season."
The Mardi Gras season ends on Fat Tuesday, it does not begin on that day. The season begins on King's Day (Epiphany), and there are many traditions associated with that day in Louisiana and along the Catholic coasts of Mississippi, Alabama, and Florida. King cakes are first sold then, Mardi Gras krewes begin having their balls on that date, and the first New Orleans krewe parades in street cars that night." (1)
References
(1)
http://en.wikipedia.org/wiki/Epiphany_(holiday)
(2)
http://www.calendar-updates.com/info/holidays/us/threekings.aspx