The legend of the Wandering Jew has several forms. The most basic is that during the walk to Golgotha, Jesus stumbled under the weight of the cross and fell to his knees. A mean-spirited Jewish shopkeeper who was in the crowd berated him saying. "Go on! Go on!"
Jesus turned to the man and said "I will go on, and so will you until I return." Thus the man was condemned to keep moving perpetually, living on through the centuries awaiting the Second Coming.
This is only one version of the story, but all variants share certain features: namely, that a man from the time of Christ became immortal through some connection to the crucifixion and is doomed to wander eternally.
The legend was particularly popular in the 18th century with occultists. Certain court provocateurs, such as the Comte de St. Germaine, hinted that they might actually be the Wandering Jew. Sightings of the character in fiction were commonplace.