Basilica of Sant'Apollinare Nuovo: one of the mosaic rows shows "a procession of the 22 Virgins of the Byzantine period, led by the Three Magi, moving from the city of Classe towards the group of the Madonna and Child surrounded by four angels. (The Magi in this mosaic are named Balthasar, Melchior and Gaspar; this is thought to be the earliest example of these three names being assigned to the Magi in Christian art.)"
See en.wikipedia.org

The Maison Carrée housed the church of the nearby Augustinian convent dedicated to the three wise men. (Nomination file, p. 49)

Their remains are contained in a shrine

A fresco depiction the Adoration of the Magi in the Church Saint-Pierre de La Sauve. The tympanum of the bell tower of Mimizan and the tympanum of the north portal of the Priory of Notre-Dame de La Charité-sur-Loire show the Adoration of the Magi. (Nomination file) The Adoration of the Magi also features on the tympanum of the west portal of Saint-Bertrand-de-Comminges Cathedral.
See fr.wikipedia.org

One of the frescoes in the Scrovegni Chapel depicts the adoration of the Magi. (Nomination file, p. 52)

Here they met King Herod

A fresco depicting the Adoration of the Magi in the Church of Santa Maria foris portas in Castelseprio (Nomination file, p. 154, 156)

The remains were previously kept at Haghia Sophia

Where there is an inscription mentioning the Magi, though of course not the Biblical ones