  Core-collapse Supernovae (CCSNe) are considered the primary magnetar
formation channel, with 15 magnetars associated with supernova remnants (SNRs).
A large fraction of these should occur in massive stellar binaries that are
disrupted by the explosion, meaning that $\sim45\%$ of magnetars should be
nearby high-velocity stars. Here we conduct a multi-wavelength search for
unbound stars, magnetar binaries, and SNR shells using public optical
($uvgrizy-$bands), infrared ($J-$, $H-$, $K-$, and $K_s-$bands), and radio
($888$ MHz, $1.4$ GHz, and $3$ GHz) catalogs. We use Monte Carlo analyses of
candidates to estimate the probability of association with a given magnetar
based on their proximity, distance, proper motion, and magnitude. In addition
to recovering a proposed magnetar binary, a proposed unbound binary, and 13 of
15 magnetar SNRs, we identify two new candidate unbound systems: an OB star
from the Gaia catalog we associate with SGR J1822.3-1606, and an X-ray pulsar
we associate with 3XMM J185246.6+003317. Using a Markov-Chain Monte Carlo
simulation that assumes all magnetars descend from CCSNe, we constrain the
fraction of magnetars with unbound companions to $5\lesssim f_u \lesssim 24\%$,
which disagrees with neutron star population synthesis results. Alternate
formation channels are unlikely to wholly account for the lack of unbound
binaries as this would require $31\lesssim f_{nc} \lesssim 66\%$ of magnetars
to descend from such channels. Our results support a high fraction ($48\lesssim
f_m \lesssim 86\%$) of pre-CCSN mergers, which can amplify fossil magnetic
fields to preferentially form magnetars.
