Well, in the East, the Magi are commemorated as part of the Christmas celebration, our Lord's Baptism at Theophany; the wedding feast of Cana does not have the same level of explicit celebration. All three are manifestations of our Lord: to the Gentiles (Epiphany); as Son of God (his Baptism); his first miracle (the wedding at Cana).
All three were explicitly combined by the Western Church into the feast of Epiphany on January 6, though a later calendar reform added the feast of the Baptism of the Lord (the following Sunday, I think?).
"Three wonders mark this day we celebrate: today the star led the Magi to the manger; today water was changed into wine at the marriage feast; today Christ desired to be baptized by John in the river Jordan to bring us salvation, alleluia" (Magnificat antiphon at Second Vespers, Liturgy of the Hours, Roman Rite).