The Golden Books: Legends of Saints and Martyrs of the Church, a collection of medieval hagiographic texts, translated by Mrs. Francis Alexander.
On the Martyrs of Palestine by Eusebius (also quite a few saints in his Ecclesiastical History – volume I and volume II).
Liber peristephanon (Crowns of Martyrdom), a collection of fourteen poems by Prudentius on Spanish and Roman martyrs.
Liber pontificalis (up to but not including the life of Pope Gregory the Great; an updated translation in two volumes, Up to 715 AD and 715 to 817 AD are free to borrow with registration).
The Dialogue on Miracles by Caesarius of Heisterbach.
The Golden Legend by Jacobus da Varagine.