At this time, the Roman Emperor, Caesar Augustus, made a law that everyone in the Roman Empire had to pay a tax. Everyone had to go back to the town that their family came from, to have their name put on the tax lists. Joseph came from Bethlehem, which was called The City of David. So Joseph took Mary to Bethlehem. There, she gave birth to the baby, Jesus. She gave birth in an animal shed, because Mary and Joseph could not find a room to stay in.