But Jesus was born in Bethlehem?

Many many years prior, an Old Testament prophecy was written that the Ruler of Israel comes from Bethlehem:

Micah 5:2
2 "But you, Bethlehem Ephrathah,
Though you are little among the thousands of Judah,
Yet out of you shall come forth to Me
The One to be Ruler in Israel,
Whose goings forth are from of old,
From everlasting."
NKJV

However, Mary and Joseph live in Nazareth, about 60 miles from Bethlehem.

Luke 1:26-27
26 Now in the sixth month the angel Gabriel was sent by God to a city of Galilee named Nazareth, 27 to a virgin betrothed to a man whose name was Joseph, of the house of David.
NKJV

Here's how God worked it out:

Luke 2:1-6
1 And it came to pass in those days that a decree went out from Caesar Augustus that all the world should be registered. 2 This census first took place while Quirinius was governing Syria. 3 So all went to be registered, everyone to his own city.
4 Joseph also went up from Galilee, out of the city of Nazareth, into Judea, to the city of David, which is called Bethlehem, because he was of the house and lineage of David, 5 to be registered with Mary, his betrothed wife, who was with child.
NKJV

Census and taxes!  God used the government to bring about His plan.  This proves that nothing is impossible for God and He can use anything to bring about His will.  By this time it may have been a relief for Mary and Joseph to leave Nazareth.  I'm sure Joseph and Mary both received a lot of advice and who knows what happened in the local gossip mill.  Getting away was a good thing in many ways.  However the trip was very difficult.  Mary was almost ready to deliver Jesus.  Joseph must've been anxious about his wife the whole time.