From the Catholic Encyclopedia:
SUBSEQUENT HISTORY OF ST. MARY MAGDALEN.—The Greek Church maintains that the saint retired to Ephesus with the Blessed Virgin and there died, that her relics were transferred to Constantinople in 886 and are there preserved. Gregory of Tours, “De miraculis”, I, xxx, supports the statement that she went to Ephesus. However, according to a French tradition (LAZARUS OF BETHANY, Saint), Mary, Lazarus, and some companions came to Marseilles and converted the whole of Provence. Magdalen is said to have retired to a hill, La Sainte-Baume, near by, where she gave herself up to a life of penance for thirty years. When the time of her death arrived she was carried by angels to Aix and into the oratory of St. Maximinus, where she received the viaticum; her body was then laid in an oratory constructed by St. Maximinus at Villa Lath, afterwards called St. Maxi-min. History is silent about these relics till 745, when, according to the chronicler Sigebert, they were removed to Vezelay through fear of the Saracens. No record is preserved of their return, but in 1279, when Charles II, King of Naples, erected a convent at La Sainte-Baume for the Dominicans, the shrine was found intact, with an inscription stating why they were hidden. In 1600 the relics were placed in a sarcophagus sent by Clement VIII, the head being placed in a separate vessel. In 1814 the church of La Ste Baume, wrecked during the Revolution, was restored, and in 1822 the grotto was consecrated afresh. The head of the saint now lies there, where it has lain so long, and where it has been the center of so many pilgrimages.