The apostle Simon ( the Zealot ) was believed to have left Jerusalem and traveled first to Egypt and then through North Africa to Carthage. From there he went to Spain and then north to Britain.
There is also a Church tradition which says that he, along with the apostle Jude, were thought to have preached together in Syria and Mesopotamia traveling as far as Persia. They are also believed to have been martyred there (Simon being sawn into and Jude being martyred with a halberd.)
Another strong Church tradition says that Simon was crucified by the Romans in Caistor, Lincolnshire, Britain and subsequently buried there on May 10, circa 61 AD.
The information above is compiled from the book "The Search for the Twelve Apostles" by William Steuart McBirnie Ph.D, Copyright 1973