As I mentioned, the basilica is linked to the worship of the Three Kings, and if you happen to be in Milan at the beginning of January you can see the impressive Epiphany procession, which ends right here at Sant'Eustorgio.
The beginning of the Gospel describes the Three Kings as wise eastern men who were experts in astronomy. These men followed a shooting star to reach Bethlehem to bring gifts to the newborn Jesus. Their mortal remains, originally from the Middle East, were conserved for many centuries in the massive granite sarcophagus located just after the Chapel of the Three Kings, which is the last one on the right side next to the main altar: you can recognize it by the text "SepulcrumTriumMagorum", which means the "Tomb of the Three Kings".
But when Emperor Federico Barbarossa conquered Milan after a long siege, he took the Three Kings' remains and brought them to the Cathedral of Cologne, where he had a sumptuous shrine built to house them. The Milanese asked for the restitution of the stolen goods in vain, and had to settle for a few bone fragments (apparently taken from each of the three skeletons) that are now kept in the chapel's bronze urn.
The Three Kings and the adventurous journey of their sarcophagus are shown multiple times in the basilica. The top of the façade depicts the Madonna and Child with the Three Kings, and inside the church the Romanesque capital of the third pillar on the right shows an angel helping Bishop Eustorgio carry the heavy sarcophagus. According to legend, the oxen that pulled the wagon suddenly stopped at the gates of Milan precisely in the area where the basilica was built.
If you want to know more about the story of the Three Kings' journey to Bethlehem, go to the alter of the Three King's chapel and look at the images depicted in the fourteenth-century marble bas-relief in triptych format: they tell the story in a fairy tale fashion that is rich in delightful narrative details.
FUN FACT: according to tradition, when an archbishop visits Milan he must always go to the Basilica of Sant'Eustorgio before visiting any other church.