Shakespeare apparently consulted Foxe's Book of Martyrs, also known as Actes and Monuments, while writing King John. Published in 1563 and written by historian and martyrologist John Foxe, the book is a survey of Christian martyrs throughout history and is considered the most widely read book in English during the reign of Elizabeth I. The work is an account of the sufferings of protestants under the Catholic Church, with a great focus upon those who had died during the reign of Queen Mary.
At Special Collections you can find the 1641 edition.
Religion and the Book in Early Modern England by 
Foxe's Book of Martyrs and Early Modern Print Culture by 
Shakespeare: The Evidence: Unlocking the Mysteries of the Man and His Work by 