According to HowStuffWorks.com, on the night of January 5, children in Spain fill their shoes with straw and leave them outside. The legend says that the Three Kings pass through Spain that night on their way to Bethlehem to see the infant Jesus.
This tradition takes place on the eve of Epiphany, a religious holiday. The camels eat the straw, and the kings place gifts in the shoes. The tradition sometimes continues into the next day, as children carry cakes set out to find the Wise Men and their attendants. When the youngsters are unsuccessful, they eat the baked goods. Afterwards, the children go to the village nativity scene, where they find the Three Kings.