In the UK we call them the three wise men, but they have different names in various countries:

Spain and South America: The Three Kings
Italy: La Befana (a kindly old witch)
England: Father Christmas (aka Santa)
France: Pere Noel (Father Christmas)
Russia: In some parts – Babouschka (a grandmotherly figure) and in other parts it is Grandfather Frost.
Germany: Christkind (angelic messenger from Jesus), a beautiful fair haired girl with a shining crown of candles.
Scandinavia: a variety of Christmas gnomes. One is called Julenisse
Holland: St Nicholas.