Stephen was the first Christian to be martyred, but he was not the first apostle to be martyred. He was a faithful Christian man that was one of the first deacons (see Acts6:5,8; 7:59).
The first of the apostles to be martyred was James, the greater. He was one of the sons of Zebedee. The apostle John was his younger brother. His martyrdom is mentioned in Acts 12:2. It is estimated this was around 44 AD. It was during a time of persecution launched against the church by Herod Antipas.
Acts 7:54-58New English Translation (NET Bible)
Stephen is Killed54 When they heard these things, they became furious and ground their teeth at him. 55 But Stephen, full of the Holy Spirit, looked intently toward heaven and saw the glory of God, and Jesus standing at the right hand of God. 56 "Look!" he said. "I see the heavens opened, and the Son of Man standing at the right hand of God!" 57 But they covered their ears, shouting out with a loud voice, and rushed at him with one intent. 58 When they had driven him out of the city, they began to stone him, and the witnesses laid their cloaks at the feet of a young man named Saul.
Christian tradition holds that all the disciples except John were martyred, usually in quite vivid and gruesome ways. However, scholars and even many modern theologians agree that there is no evidence for these traditions. As far as we know, none of the disciples was ever martyred.
The most famous, if not the earliest, of the traditions about the martyrdom of the disciples is the death in Rome of Peter, who is said to have been crucified upside down around 64 CE. However Clement of Rome, writing around 95 CE (1 Clement), spoke in general terms about the life and death of Peter but appears to have been unaware that he had even visited Rome or that he had been executed just a few years earlier. It seems that the tradition of Peter becoming the bishop of Rome, and of him being executed there, began with Pope Anicetus (156-166), who claimed that Peter had travelled to Rome to lead the Christians there and had been beheaded in Rome, meaning that he (Anicetus) spoke with the authority of the apostle Peter. Perhaps the beheading of Peter was not vivid enough, because Origen later reported that Peter had been sentenced to be crucified, but that not wishing to be killed in the manner of Jesus, asked to be crucified upside down.
Stephen and it may be read in the end of Acts 7 and beginning of Acts 8:
Acts 7:54New King James Version (NKJV) Stephen the Martyr54 When they heard these things they were cut to the heart, and they gnashed at him with their teeth.Acts of the Apostles reports that Stephen was the first Christian martyr, placed on trial for his life because he taught of Jesus, then stoned by the Jews after he claimed to see Jesus sitting on the right hand of God. It was this apparent act of blasphemy that is reported to be the reason for Stephen's execution. However, there are significant problems with this account, and Raymond E. Brown (An Introduction to the New Testament) says that we can never verify the existence or martyrdom of Stephen.
Saint James the Greater was killed by King Herod and the first of the apostles to die. He was martyred in AD44.
John
He was martyred while in prayer in India.
Because that is where St. Peter the Apostle was martyred.
The apostle John is believed to be the only one among the twelve apostles who was not martyred. He died of natural causes and is often referred to as the beloved disciple in the Bible.
Because that is where St. Peter the Apostle was martyred.
St. Philip the Apostle was martyred about the year 80 at Hierapolis, Phrygia.
We know nothing about what happened to any of the apostles, except perhaps Judas. There are various traditions from the second to the fourth century that claim that all the apostles were martyred, except the apostle John. These traditions are not to be taken as historical accounts.
Yes, Saint Thomas the Apostle is believed to have been martyred. According to tradition, he was stabbed to death with a spear in India.
Boniface, the Apostle of Germany, was martyred June 5, 754, at Dokkum, Freisland (modern Nederlands).
Simon the Apostle was martyred but we do not know how. Some say he was crucified, others say he was sawn in half.
The first 16 popes were martyred for their faith.