Here's a bit about him from Catholic Online.
St. Januarius was born in Italy and was bishop of Benevento during the Emperor Diocletion persecution. Bishop Januarius went to visit two deacons and two laymen in prison. He was then also imprison along with his deacon and lector. They were thrown to the wild beasts, but when the animals did not attack them, they were beheaded. What is believed to be Januarius' blood is kept in Naples, as a relic. It liquifies and bubbles when exposed in the cathedral. Scientists have not been able to explain this miracle to date. St. Januarius lived and died around 305 A.D. and his feast day is September 19th.
photo credit from Patron Saints Index