There is a stained glass window depicting the martyr at Petworth in the Church of the Sacred Heart.
From the Catholic Encyclopedia:
Earl of Northumberland, martyr, born in 1528; died at York, 22 August, 1572. He was the eldest son of Sir Thomas Percy, brother of the childless Henry Percy, sixth Earl of Northumberland, and Eleanor, daughter of Sir Guiscard Harbottal. When Thomas was eight years old his father was executed at Tyburn (2 June, 1537) for having taken a leading part in the Pilgrimage of Grace, and he also is considered a martyr by many. Thomas and his brother Henry were then removed from their mother's keeping and entrusted to Sir Thomas Tempest.
In 1549, when Thomas Percy came of age, an Act was passed "for the restitution in blood of Mr. Thomas Percy". Shortly afterwards he was knighted, and, three years later, in Queen Mary's reign, he regained his ancestral honours and lands. Declared governor of Prudhoe Castle he besieged and took Scarborough Castle, which was seized by rebels in 1557. In reward the Earldom of Northumberland together with the Baronies of Percy, Poynings, Lucy, Bryan, and Fitzpane were restored to him. He was installed at Whitehall with great pomp, and soon after was named Warden General of the Marches, in which capacity he fought and defeated the Scots. In 1558 he married Anne Somerset, daughter of the Earl of Worcester, a valiant woman who subsequently suffered much for the Faith.
On Elizabeth's accession the earl, whose steadfast loyalty to the Catholic Church was known, was kept in the North while the anti-Catholic measures of Elizabeth's first Parliament were passed. Elizabeth continued to show him favour, and in 1563 gave him the Order of the Garter. He had then resigned the wardenship and was living in the South. But the systematic persecution of the Catholics rendered their position most difficult, and in the autumn of 1569 the Catholic gentry in the North, stirred up by rumours of the approaching excommunication of Elizabeth, were planning to liberate Mary, Queen of Scots, and obtain liberty of worship. Earl Thomas with the Earl of Westmoreland wrote to the pope asking for advice, but before their letter reached Rome circumstances hurried them into action against their better judgment. After a brief success the rising failed, and Thomas fled to Scotland, where he was captured and, after three years, sold to the English Government. He was conducted to York and beheaded, refusing to save his life by abandoning his religion. He was beatified by Leo XIII on 13 May, 1895, and his festival was appointed to be observed in the Dioceses of Hexham and Newcastle on 14 November. His daughter Mary founded the Benedictine convent at Brussels from which nearly all the existing houses of Benedictine nuns in England are descended.
About his widow, Wikipedia reports:
After the [Northern Rebellion] was put down by Baron Hunsdon's troops, Anne and Percy fled to Scotland where they sought refuge with Hector Graham of Harlaw, a Border outlaw. In June 1570, Anne gave birth to her daughter, Mary in Old Aberdeen. When Graham betrayed her husband to James Douglas, 4th Earl of Morton, she and her baby escaped to the Continent, arriving in Bruges on 31 August 1570, where she sought aid from Pope Pius V and King Philip II of Spain to raise money for her husband's ransom; the Pope gave her four thousand crowns and King Philip sent her six thousands marks. It was to no avail. Anne would spend the rest of her life as an exile in Flanders, while in 1572, Earl Morton sold her husband to Queen Elizabeth who had him publicly executed at York for treason.
In Liège while living on a pension provided by King Philip, she wrote and circulated Discours des troubles du Comte du Northumberland. She spent the next decade travelling from place to place in Flanders, maintaining contact with the other English Catholic exiles. In 1573, English agents described Anne as "one of the principal practitioners at Mechlin". In 1576, she was briefly expelled from the territory to placate Queen Elizabeth, but returned shortly afterwards. At one stage she endeavoured to arrange a marriage between Don John of Austria and the captive Mary, Queen of Scots. She left her three oldest daughters behind in England when she escaped after the failed Northern Rebellion. They were raised at Petworth by her late husband's brother, Henry Percy who had succeeded as the 8th Earl of Northumberland. He was married to Katherine Neville, the eldest daughter of her half-sister, Lucy. Her youngest daughter, Mary who had accompanied her to the Continent, became the prioress of the Benedictine convent in Brussels which she had herself founded.
In September 1591, Charles Paget, an exile in Antwerp, informed the Percy's that Anne had died and requested that they send her daughter Joan to Flanders to fetch her belongings. This had been only a ruse designed to enable Anne to see her daughter. In point of fact, Anne died of smallpox five years later on 17 October 1596 at a convent in Namur.
About the Benedictine convent his daughter Mary Percy founded: Known as the Monastery of the Glorious Assumption. Founded by Lady Mary Percy in 1597/8; it was the first of the new foundations specifically for English women. The convent quickly attracted members, but a bitter dispute over the choice of confessor that continued many years affected recruitment. Once a resolution was reached the convent began to flourish again remaining in Brussels until forced to withdraw by the effects of the revolutionary wars in 1794. They arrived in Winchester in 1794 and remained there until they transferred to East Bergholt, Suffolk. (Per this site, studying the English religious orders in exile.) That study, funded by the Queen Mary University of London and the Arts & Humanities Research Council, also resulted in this book from Ashgate:
In 1598, the first English convent was established in Brussels and was to be followed by a further 21 enclosed convents across Flanders and France with more than 4,000 women entering them over a 200-year period. In theory they were cut off from the outside world; however, in practice the nuns were not isolated and their contacts and networks spread widely, and their communal culture was sophisticated. Not only were the nuns influenced by continental intellectual culture but they in turn contributed to a developing English Catholic identity moulded by their experience in exile. During this time, these nuns and the Mary Ward sisters found outlets for female expression often unavailable to their secular counterparts, until the French Revolution and its associated violence forced the convents back to England. This interdisciplinary collection demonstrates the cultural importance of the English convents in exile from 1600 to 1800 and is the first collection to focus solely on the English convents.