Italy's traditional celebration includes the tale of a witch known as La Befana who arrives on her broomstick during the night of January 5 and fills the stockings with toys and sweets for the good children and lumps of coal for the bad ones. According to the legend, the night before the Wise Men arrived at the manger they stopped at the shack of an old woman to ask directions. They invited her to come along but she replied that she was too busy. Then a shepherd asked her to join him but again she refused. Later that night, she saw a great light in the sky and decided to join the Wise Men and the shepherd bearing gifts that had belonged to her child who had died. She got lost and never found the manger.
Now La Befana flies around on her broomstick each year on the 11thnight, bringing gifts to children in hopes that she might find the Baby Jesus. Children hang their stockings on the evening of January 5 awaiting the visit of La Befana. (http://goitaly.about.com/od/festivalsandevents/a/epiphany.htm)