C. Michael Patton has written a wonderful summary regarding the martyrdom of the twelve apostles over at Parchment and Pen Titled What happened to the twelve apostles? I urge you to read the whole article but in summary:
Peter, Andrew, Philip and Simon the Zealot were crucified while Nathaniel was skinned alive and then crucified.  Thomas was tortured to death.  Mathew was beheaded and Judas Thaddeus was beaten to death by pagans.
John alone of the twelve died of natural causes though he certainly lived a martyrs life.
As Patton writes:

I believe that the deaths of the Apostles increase the certainty level of the historicity of the resurrection to a level that is beyond excuse for disbelief. People do not die for lies, half-truths, fabrications, or hear-say information. If the Apostles truly died proclaiming to have seen Christ dead then alive and ascend into heaven, Christ is who He said He was, God incarnate who came to take away the sins of the world.

The deaths of the apostles serves as one more evidence of the certainty of Christ's life, death and resurrection.