The Story of the Other Wise Man is a short novel or long short story by Henry van Dyke. It was initially published in 1895 and has been reprinted many times since then, including a "centennial edition" published in 1996 by Ballantyne Books.
The story is a fictional addition and expansion of the account of the Biblical Magi, recounted in the Gospel of Matthew in the New Testament. It tells about a "fourth" wise man (assuming the tradition that the Magi numbered three to be true), a priest of the Magi named Artaban, a Mede from Persia.
Read more here.
See also: Movie: "The Fourth Wise Man" (1985)