There never was a St. Philomena.
The old Catholic Encyclopedia explains how this fictional figure came into Catholic consciousness:
On 25 May, 1802, during the quest for the graves of Roman martyrs in the Catacomb of Priscilla, a tomb was discovered and opened; as it contained a glass vessel it was assumed to be the grave of a martyr. The view, then erroneously entertained in Rome, that the presence of such vessels (supposed to have contained the martyr’s blood) in a grave was a symbol of martyrdom, has been rejected in practice since the investigations of De Rossi (cf. Leclercq in “Dict. d.archéol. chrét. et de liturg.”, s.v. Ampoules de sang). The remains found in the above-mentioned tomb were shown to be those of a young maiden, and, as the name Filumena was discovered on the earthenware slabs closing the grave, it was assumed that they were those of a virgin martyr named Philumena. On 8 June, 1805, the relics were translated to the church of Mungano, Diocese of Nola (near Naples), and enshrined under one of its altars. In 1827 Leo XII presented the church with the three earthenware tiles, with the inscription, which may be seen in the church even today. On the basis of alleged revelations to a nun in Naples, and of an entirely fanciful and indefensible explanation of the allegorical paintings, which were found on the slabs beside the inscription, a canon of the church in Mugnano, named Di Lucia, composed a purely fictitious and romantic account of the supposed martyrdom of St. Philomena, who is not mentioned in any of the ancient sources. In consequence of the wonderful favours received in answer to prayer before the relics of the saint at Mugnano, devotion to them spread rapidly, and, after instituting investigations into the question, Gregory XVI appointed a special feast to be held on 9 September, “in honorem s. Philumenae virginis et martyris” (cf. the lessons of this feast in the Roman Breviary).
An archaeological error was followed by “alleged revelations to a nun.” Already by 1913, as demonstrated by this encyclopedia article, the truth was out and the cult dissipated.
But it didn’t disappear. This fictional saint has grown in popularity in recent years, despite the evidence. One Catholic blogger dismisses the Catholic Encyclopedia article as “appalling,” and an example of “rationalistic prejudice.” Mark Miravalle (who has promoted a petition drive for the pope to declare another Marian dogma, that she is Mediatrix of All Graces and Co-Redemptrix) has fought the skeptics on the grounds that the popes and saints who promoted her during that hundred year period can’t have been wrong.
But they were. She didn’t exist–and that’s not my determination, but the determination of a source loved by conservative Catholics.