Story is from St. Luke - Chapters 1 and 2
And the angel Gabriel was sent from God unto a city of Galilee, named Nazareth, to a virgin espoused to a man whose name was Joseph, of the house of David; and the virgin's name was Mary.And the Angel came unto her, and said Hail, thou that art highly favored, the Lord is with thee; blessed art thou among women.
And when she saw him she was troubled at his saying and cast in her mind what manner of salutation this should be.
And the angel said unto her, Fear not, Mary; for thou hast found favor with God.
And behold, thou shalt conceive in thy womb, and bring forth a son and thou shalt call his name Jesus.
He shall be great, and shall be called the Son of the Highest; and the Lord God shall fine unto him the throne of his father David; and he shall reign over the house of Jacob forever; and of his kingdom there shall be no end.
Then said Mary unto the angel, How shall this be?
And the angel answered and said unto her, The Holy Ghost shall come upon thee, and the poser of the Highest shall over-shadow thee: therefore also that holy thing which shall be born of thee shall be called the Son of God.
And it came to pass in those days, that there went out a decree from Caesar Augustus, that all the world should be taxed.
And all went to be taxed, everyone to his own city.
And Joseph also went up from Galilee, out of the city of Nazareth, into Judea, unto the city of David which is called Bethlehem; (because he was of the house and lineage of David) to be taxed with Mary his espoused wife, being great with child.
And she brought forth her first-born son, and wrapped him in swaddling clothes, and laid him in a manger; because there was no room for them in the inn.
And there were in the same country shepherds abiding in the field, keeping watch over their flocks by night.
And lo, the angel of the Lord came upon them, and the glory of the the Lord shown round about them; and they were sore afraid.
And the angel said unto them, Fear not, for, behold, I bring you good tidings of great joy which shall be to all people.
For unto you is born this day in the city of David a Saviour, which is Christ the Lord.
And this shall be a sign unto you; Ye shall find the babe wrapped in swaddling clothes, lying in a manger.
And suddenly there was with the angel a multitude of the heavenly host praising God, and saying, Glory to God in the highest, and on earth peace, good will toward men.
And it came to pass, as the angels were gone away from them into heaven, the shepherds said one to another, let us now go even unto Bethlehem, and see this thing which is come to pass, which the Lord hath made known unto us.
And they came with haste, and found Mary, and Joseph, and the babe lying in a manger.
And when they had seen it, they made known abroad this saying which was told them concerning this child.
And all they that heard it wondered at those things which were told them by the shepherds.
And the shepherds returned, glorifying and praising God for all the things that they had heard and seen, as it was told unto them.