According Matthew 2:13-15, 19-23 (cached), an angel instructed Joseph to take Mary and Jesus to Egypt (as in this image) while KIng Herod was attempting to find and murder the child.
Images typically show the family accompanied by a guiding angel (sometimes a boy) and other persons. Although the Arabic Gospel of the Infancy of the Savior tells of many interesting characters encountered by the family as they penetrated into Egypt, neither it nor any of the sources I have consulted speak of fellow travelers.
A sub-genre has the Holy Family resting along the way (example).
The Gospel of Pseudo-Matthew tells of an episode during the Egyptian sojourn in which the Christ Child ordered a palm tree to bend down so Mary could eat of its fruit. This proved to be a very popular subject in the art (example).
At left, Arena Chapel fresco
Another image:
Sculpture by
GaudíHagiography:
- Chapter 20
of Pseudo-Matthew (cached)
- Gospel of Thomas, Latin form (cached)
- Arabic Gospel of the Infancy of the Savior (cached)