Alban is the first recorded Christian martyr in Britain, hence the title "protomartyr." There is some debate as to when exactly he lived, with traditional sources claiming that his death came on June 22, 304 CE, while other scholarship suggests that he lived a hundred years earlier and probably died around 209 CE. Whichever way, though, Alban lived in Verulamium, in modern-day Hertfordshire, England, and was a pagan serving as a soldier in the Roman army under either Emperor Diocletian or Emperor Septimius Severus, depending on the time in which he lived. Both of these emperors persecuted Christians heavily, and many Christians lived only on the sufferance of kind strangers and whoever else would provide refuge for them. One such Christian, a priest who was fleeing the Roman authorities seeking to arrest him, was taken in by a merciful Alban. The two talked over the course of the next few days while the priest hid with Alban. The priest successfully converted Alban to Christianity and when the Roman soldiers came to Alban's house to arrest the priest, Alban himself took the priest's robes, apparently without the knowledge of the priest, and allowed himself to be arrested. His real identity was apparently discovered when the cloak was removed in front of the governor, who became incensed at Alban since he flatly refused to renounce his faith under any circumstances when given the chance. He was commanded to sacrifice to the Gods of Rome by the governor, but he refused and was tortured without mercy. He was then sentenced to be beheaded. He traveled by himself to the site of the execution, fording a river in much the same manner that Moses parted the Red Sea. The executioner was apparently so taken with this display that he converted to Christianity on the spot, refusing to kill Alban. Of course, this did neither of them any good, since the Romans had more than one executioner. They simply arrested the first executioner and beheaded both him and Alban. When the priest later found out that Alban had turned himself in in the priest's place, he turned himself in as well, becoming the third martyr of Britain, behind Alban and the executioner. The governor of Britain was said to have been so impressed by all of this martyrdom that he officially ended the persecutions of the Christians in the area.
The site of the executions is said to be on Holmurst Hill, near the modern-day St. Alban's cathedral in Britain. Alban is the patron saint of torture victims, refugees, and converts. He is officially known as a protomartyr, since he was the first in the nation to be martyred, and is depicted in art with a cross and shield, as well as in one of five other common postures: crowned with laurel, with a peer's coronet holding a crossing, with his head cut off, with his head in a holly bush, spreading his cloak under the sun, or as his executioner's eye drops out.
Sources: http://users.erols.com/saintpat/ss/0622.htm, http://justus.anglican.org/resources/bio/189.html, and http://www.catholic-forum.com/saints/sainta34.htm