The Feast of the Holy Innocents or Innocent’s Day is to remember the slaughter of male children 2 years and younger in Bethlehem and in its vicinity by Herod the Great. The story as related in the Gospel of Matthew (2:16-18). Herod was angered when the Wise Men did not return to him after locating the Messiah. No one can say with certainty how many were killed. Some have doubted it happened at all but it would be consistent with Herod the Great’s personality. He had no problems executing even members of his family if he thought they were betraying him. And since Bethlehem was a small area, the slaughter may not have been widely noticed.
Nearly all the Christian churches observe the feast day though not on the same day. The Catholic Church and most western churches observe it on December 28 but Eastern Orthodox celebrates on December 29. The slain children are treated as martyrs of the church. It is not certain when it was first observed. While the exact date of the deaths is unknown, it is kept in the octave of Christmas as followed after the birth of Jesus. However it is believed it took place 2 years after Jesus birth. Matthew says the Wise Men saw child with his mother indicating he was no longer a baby. And Herod had learned from the Wise Men the approximate date of the birth.