The cathedral in Cologne has the bodies of the Three Kings; they’ve been there since the twelfth century.
To clarify: The relics have been in Cologne since the twelfth century; construction on the cathedral did not begin until 1234.
Yes I have seen their relics in Hohe Domkirche Sankt Petrus.
One of the Four Great Relics in Aachen, about an hour from Cologne, is swaddling cloths from the infant Jesus. Anna Catherine Emmerich mentions in her description of the Nativity scene that the Three Kings were given swaddling cloths from the Virgin Mary on their departure, as the Holy Family was poor and had nothing to give in return for the gold, francincense, and myrhh from their first visit. The Three Kings treasured the swaddling cloths, and I would not be surprised if there were a direct connection between the swaddling cloths that the Three Kings treasured and the swaddling cloths acquired by Charlemagne in Aachen.