He’s in Waldsassen in Germany after being exhumed from the catacombs of Rome between 1688–1765.
He was a Slav, an eighteen-year-old soldier in the army of the Emperor Maximian. He refused to obey the imperial order to offer sacrifice to the Roman idols, because of which it fell to Captain Tiberian to tell him either to deny Christ or be tortured and killed. As all this advice was in vain, Tiberian arrested him and took him through Macedonia to Constantinople, whither he himself had an errand. In every place, the young Alexander was harshly tortured, but in every place also, the Christians came out to him, begging his blessing and encouraging him in his sufferings. His mother, Pimenia, followed him. In the course of this journey, Alexander was many times visited by an angel of God, who eased his pains and encouraged him. In one place called Carasura,the martyr worked a miracle by his prayers: when the soldiers who were escorting him were tormented by thirst, he made a spring of cold water come out of a dry place. On the bank of the river Ergina, Tiberian ordered that the executioner behead Alexander and throw his body into the river. When the executioner swung his axe above Alexander’s head, he saw angels of God around him, resplendent with light, and was afraid and stayed his hand. Alexander asked him why he had done this, and he said that he had seen some young men in a nimbus of light surrounding him. Desiring to die and so be united with the Lord, Alexander prayed to God to take the angels away, so that the executioner would not be afraid. And so the executioner completed his work, in 298. Pimenia retrieved the body of her son and gave it burial. There were many healings at the martyr’s grave. After his death, he appeared to his mother and gave her tidings of her own imminent departure to the other world. [Source]