Martyrs Acindynus, Pegasias, Aphthonius, Elpidephorus, and Anempodistus (d. 345) were courtiers of King Shapur II of Persia. (Why would Persian courtiers have Greek names? Just good taste, I guess.) Shappy started persecuting Christians, and some jealous pagans outed APAE&A, who had been keeping their faith under wraps (tortilla wraps, perhaps) (or not). They were of course hauled before the king to stand trial, of course confessed their faith in the Holy Trinity, and of course were sentenced to be whipped.
Shapur made it known (via the fourth century Persian equivalent of Twitter) that the courtiers were to be beheaded, and forbade any Christians to bury their bodies. As the quintet were being led to the place of execution, a huge crowd of Christians fell in behind them, totaling about 7,000 (+/– 5). Shapur called out the reserves, and had nearly the whole mass massacred—Acindynus, Pegasias, and Anempodistus were burned the next day. Christians came in the night and gathered their bodies, which had been unharmed by the fire, for burial.
The Feast of All Souls is celebrated today in Latin Rite Catholic Churches. (Eastern Rite and Orthodox Christians, not content with a single day to celebrate all souls, have seven, most of them Saturdays during Lent or Paschatide.) It is the third and last day of Hallowmas, which consists of All Hallows’ Eve (Halloween), All Saints’ Day, and All Souls Day. This day (in the west) celebrates all dead Christians in Purgatory (those in heaven being “saints,” and thus commemorated yesterday). By praying for these souls, the living can help them get out of Purgatory, pass GO, and collect $200. Or attain to the Beatific Vision, which is even better. (When November 2 falls on a Sunday, the commemoration is moved to the next day.)
Although the faithful departed have been prayed for throughout Christendom from earliest times, there hasn’t always been a single day set aside for this. In the sixth century, Benedictine monasteries prayed for their departed brethren during Whitsuntide (Pentecosttide). In seventh century Spain, such a day was observed on the Saturday before Sexagesima and/or Pentecost. October 1 was observed as a day for prayer for the departed in tenth-century Germany. The tradition was inaugurated in Cluny, and from there spread to Liège, Besançon, and Milan, where it was celebrated on October 15. Priests in Spain, Portugal, and Latin America were allowed to say three masses on this day for the departed. Pope Leo XIII (d. 1903) refused to allow this for the whole church (even though he was asked nicely), but Pope Benedict XV (d. 1922) universalized the practice.
Acts of charity being considered efficacious in springing souls from Purgatory, it became a tradition in some places (one might mention England) to give food to the poor on this day. Bands of roving singers (not unlike wassailers) would accost housewives with, “A soul cake, a soul cake, please good Missus, a soul cake,” and were rewarded with the named tasty treat. Donors might include a “soul paper” with the cake, containing names of deceased relatives they wished the recipients to pray for.
In Mexico (and other places), Hallowmas is celebrated as “el dia de los muertos,” or “the day of the dead” (despite the fact that it lasts three days). Skulls and skeletons are a regular feature, as are death-mask costumes. Celebrants create altars with arrangements known as ofrendas, which include photographs of dead family members, images of saints, food, tequila, candles, and so on, either in the home or at loved ones’ gravesites. Far from being macabre, these images of death celebrate the departed faithful, and the holiday is not sad but joyful.