In which book of the Bible are the "ox and ass" of the Christmas story mentioned?

May I refer Norry and Hamlet to a prediction in the Old Testament: see Isaiah 1.3.

"The ox knoweth his owner, and the ass his master's crib: but Israel doth not know, my people doth not consider."

"... and the ox and the ass adored Him," is in The Infancy Gospel of Pseudo Matthew. Much of the art and stories about the birth of Jesus come from the Apocryphal books of the New Testament.

CHAP. 14.--And on the third day after the birth of our Lord Jesus Christ, the most blessed Mary went forth out of the cave, and entering a stable, placed the child in the stall, and the ox and the ass adored Him. Then was fulfilled that which was said by Isaiah the prophet, saying: The ox knoweth his owner, and the ass his master's crib. [2] The very animals, therefore, the ox and the ass, having Him in their midst, incessantly adored Him. Then was fulfilled that which was said by Abacuc the prophet, saying: [3] Between two animals thou art made manifest. In the same place Joseph remained with Mary three days.

It is worth noting that the ox and ass do make for some Talmudic and Mishnaic verses relating to Messianic prophecy (the bull being the symbol of Joseph and the donkey being interpreted as the Messiah's vehicle of choice - thus a messiah from the houses of Judah and Joseph). This taken yet further from the prohibition in Deuteronomy of tending to crops with a bull and a donkey side by side.