After the death and resurrection of Jesus, St. Jude traveled throughout Mesopotamia for a period of ten years, preaching and converting many to Christianity. He probably returned to Jerusalem for the Council of the Apostles, and then he and St. Simon visited Libya and Persia where many more converts were made.
St. Jude died a martyr's death. Details are very skimpy. Tradition tells us he could have been clubbed and killed with an ax. Others believe he was martyred with arrows or javelins, or on a cross. Sometime after his death, St. Jude's body was brought to Rome and placed in a crypt in St. Peter's Basilica.
There were communities who had Jude as their patron in the middle ages, but his popularity (and clear record of history) suffered. The reason is simple enough - his name was too often confused with Judas Iscariot, Christ's betrayer. Because of this confusion, only the most desperate would pray that St. Jude would intervene for them. Hence by the 19th century he became popularly known as the Patron Saint of Lost Causes or Desperate situations.
The simple truth is that because of the confusion with Iscariot, very little is now known for certain about St. Jude. That being said, St. Jude is looked at as a powerful reminder of Christ's faithfulness to us in all things. Even in the most difficult circumstances that life can present, St. Jude is seen as one who affirms for us that God is still present, still loving, still creating, still making all things new.