The Wise Men, the Magi, were warned not to return to Herod.  Herod was known for killing anyone he thought might be dangerous to his throne.  Joseph was also warned to take Mary and Child Jesus to Egypt to escape Herod’s slaughter.

Matthew 2:12 And being warned of God in a dream that they should not return to Herod, they departed into their own country another way.

13 And when they were departed, behold, the angel of the Lord appeareth to Joseph in a dream, saying, Arise, and take the young child and his mother, and flee into Egypt, and be thou there until I bring thee word: for Herod will seek the young child to destroy him.

14 When he arose, he took the young child and his mother by night, and departed into Egypt:

15 And was there until the death of Herod: that it might be fulfilled which was spoken of the Lord by the prophet, saying, Out of Egypt have I called my son.

16 Then Herod, when he saw that he was mocked of the wise men, was exceeding wroth, and sent forth, and slew all the children that were in Bethlehem, and in all the coasts thereof, from two years old and under, according to the time which he had diligently inquired of the wise men.

17 Then was fulfilled that which was spoken by Jeremiah the prophet, saying,

18 In Rama was there a voice heard, lamentation, and weeping, and great mourning, Rachel weeping for her children, and would not be comforted, because they are not.

 

Years before, generations before, Jacob, whose prophetic name was Israel, had wrestled with the angel and was renamed Israel.  Rachel was Jacob’s wife so is used as a symbol of the weeping for the children of Israel.

Genesis 32:24 And Jacob was left alone; and there wrestled a man with him until the breaking of the day.

25 And when he saw that he prevailed not against him, he touched the hollow of his thigh; and the hollow of Jacob’s thigh was out of joint, as he wrestled with him.

26 And he said, Let me go, for the day breaketh. And he said, I will not let thee go, except thou bless me.

27 And he said unto him, What is thy name? And he said, Jacob.

28 And he said, Thy name shall be called no more Jacob, but Israel: for as a prince hast thou power with God and with men, and hast prevailed.

29 And Jacob asked him, and said, Tell me, I pray thee, thy name. And he said, Wherefore is it that thou dost ask after my name? And he blessed him there.

30 And Jacob called the name of the place Peniel: for I have seen God face to face, and my life is preserved.