When the magi had departed, behold, the angel of the Lord appeared to Joseph in a dream and said, “Rise, take the child and his mother, flee to Egypt, and stay there until I tell you. Herod is going to search for the child to destroy him.” Joseph rose and took the child and his mother by night and departed for Egypt. He stayed there until the death of Herod, that what the Lord had said through the prophet might be fulfilled, Out of Egypt I called my son.
When Herod realized that he had been deceived by the magi, he became furious. He ordered the massacre of all the boys in Bethlehem and its vicinity two years old and under, in accordance with the time he had ascertained from the magi. Then was fulfilled what had been said through Jeremiah the prophet:
A voice was heard in Ramah, sobbing and loud lamentation; Rachel weeping for her children, and she would not be consoled, since they were no more.
When the infant Jesus had conquered the Magi, not by the might of His flesh, but the grace of His Spirit, Herod was exceeding wroth, that they whom he had no power to move, were obedient to an Infant lying in a manger. Then by their contempt of him the Magi gave further cause of wrath. For when kings' wrath is stirred by fear for their crowns, it is a great and inextinguishable wrath. But what did he do? "He sent and slew all the children." As a wounded beast rends whatever meets it as if the cause of its hurt, so he mocked by the Magi spent his fury on children. He said to himself in his fury, 'Surely the Magi have found the child whom they said should be King'; for a king in fear for his crown fears all things, suspects all. Then he sent and slew all those infants, that he might secure one among so many. And while Herod persecutes Christ this way, he unwittingly furnished an army of martyrs clothed in white robes of the same age as the Lord.
O blessed infants! Only he who doubts that the baptism of Christ benefits infants will doubt the crown you won in this your passion for Christ. Jesus who at His birth had Angels to proclaim Him, the heavens to testify, and Magi to worship Him, could surely have prevented that these should not have died for Him, had He not known that they died not in that death, but rather lived in higher bliss. Far be the thought that Christ who came to set men free did nothing to reward those who died in His behalf, when hanging on the cross He prayed for those who put Him to death.
The precious death of any martyr deserves high praise because of his heroic confession; the death of these children is precious in the sight of God because of the beatitude they gained so quickly. For already at the beginning of their lives they pass on. The end of the present life is for them the beginning of glory. These then, whom Herod's cruelty tore as sucklings from their mothers' breast, are justly hailed as infant martyr flowers; they were the Church's first blossoms, matured by the frost of persecution during the cold winter of unbelief.
Catena Aurea (St. Thomas Aquinas)
Opus imperfectum in Mattheum (Pseudo-Chrysostom)
Sermon 373, 3 (St. Augustine)