In the second chapter of the Gospel According To Luke, it says
1: And it came to pass in those days, that there went out a decree from Caesar Augustus, that all the world should be taxed. ... 3: And all went to be taxed, every one into his own city.That's the King James Version, modern versions tend to use the word "census" rather than "taxed."
The point is that in the First Century, the Roman Empire was telling everyone to go back to his place of birth to be registered. Bethlehem was the site of Christ's Nativity because it had, many years earlier, been the site of Saint Joseph's.
I'll let Linus Van Pelt tell you the Rest of The Story.