The Anglo-Saxon Chronicle is the oldest historical record of Edmund's death, having been compiled about 890, but in all versions of the Chronicle it is very short on detail; indeed, the Chronicle account is not clear whether Edmund died in battle or was slain after a battle, but either way it is not entirely consistent with the story of Edmund's death as told by the hagiographers beginning with Abbo and Aelfric.
There is some uncertainty as to the place of Edmund's death and first burial: it has traditionally been identified as Hoxne, but the earliest life of Edmund, by Abbo (in the tenth century) more credibly identified the place as Haegelisdun (modern "Hellesdon"). There is a Hellesdon near Norwich (as Dorothy Whitelock points out, 220), but it seems unlikely that Edmund would have gone in that direction in order to encounter the Danes since they had invaded East Anglia from inland and were wintering at Thetford (12 miles due north of Bury: OS map reference TL8783), having marched from the north through Mercia. S. E. West argues that the location could be a field called "Hellesden Ley" (on a tithe map of the 1840s) near Bradfield St. Clare, eight miles SE of Bury St. Edmunds (West, "New Site" 223; the field is at TL914582); according to Archdeacon Hermann's life of Edmund, written in the late eleventh century, the king was buried at a place called Sutton, and West point out that there was a manor called "Sutton Hall" in the parish of Bradfield St. Clare, which may help to confirm Bradfield St. Clare as the site of Edmund's martyrdom (West 223).
[You may wish to view a map of Bury St. Edmunds, the village of Lidgate, and environs: 16K.]
Dorothy Whitelock sums up the state of our knowledge thus:
It can be reasonably established that Edmund succeeded to East Anglia immediately, or very soon, after a king called Æthelweard, and was the king reigning when the Danes arrived in 865; that he fought an unsuccessful battle against the army which was wintering at Thetford, under Hinguar's [Ivar's] leadership, in the autumn of 869, and was cruelly killed by them after the battle on 20 November. It is possibly true that Hinguar was a son of a viking Ragnar Lothbrok about whom a great legend grew up. Edmund's cult was well-established before the century closed. His martyrdom attracted the attention of King Æthelstan, and it may have been in his reign that the translation to Bury occurred. If, here and there, the later sources contain an additional grain or two of truth, these can no longer be distinguished from a mass of fiction (Whitelock 233).The legend that Edmund was a continental-born Saxon, who was named heir to the throne of East Anglia by King Offa (which is the story which Lydgate knew and repeats) is almost certainly false: it was first told in the twelfth-century "De infantia sancti Eadmundi" by Geoffrey of Wells, who says that this story is commonly told among the monks of the abbey of Bury. It is partly based upon a misreading of a line in the life of Edmund by Abbo, where Abbo says that Edmund came from the noble stock of Old Saxons (which is itself an error: Edmund was presumably an Angle), and later hagiographers take this as a reference to the Old Saxons back in Saxony (Whitelock 225; also Loomis, "Growth," 91).
Besides Whitelock, there are useful surveys of the hagiographical tradition surrounding St. Edmund in Heale's dissertation (Chap. 3.1, pp. 168-187), in Grant Loomis's pair of articles on St. Edmund, in Irene Pettit McKeehan's article (which is an only slightly revised version of Chap. 2 of her unpublished thesis), and in the several Introductions to the three volumes of Arnold's Memorials, esp. 3: xlviii-li.
The Life of Edmund in the Dictionary of National Biography repeats as historical fact the story of Offa, the childless king of the East Angles, and his choice of Edmund, born in Saxony, as his successor--repeating much of the hagiographical lore as history (though expressing some mild reservations about the wolf story). However, at the end of the article a local tradition of some interest is described: "The tree at which tradition declared Eadmund to have been slain stood in the park at Hoxne until 1849, when it fell. In the course of its breaking up an arrow-head was found embedded in the trunk. A clergyman who had a church which was dedicated to St. Eadmund begged a piece of the tree, and it now forms part of his communion-table. Another portion is in the possession of Lady Bateman of Oakley Hall" (6: 401, written about the turn of the last century).
The feast day of St. Edmund is 20 November; the celebration of the translation of his relics is 29 April. More than 60 churches in Anglo-Saxon England were dedicated to him. He was considered a patron saint to be invoked against the plague (New Catholic Encyclopedia, 1967 edn., 5: 108).