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 similar to 45 per cent of magnetars should be nearby high-velocity stars. Here, we conduct a multiwavelength 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) catalogues. 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 catalogue 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 less than or similar to f(u) less than or similar to 24 per cent, 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 less than or similar to f(nc) less than or similar to 66 per cent of magnetars to descend from such channels. Our results support a high fraction (48 less than or similar to f(m) less than or similar to 86 per cent) of pre-CCSN mergers, which can amplify fossil magnetic fields to preferentially form magnetars.