Pontius Pilate’s wife is unnamed in the New Testament, where she gets a single mention in the Gospel of Matthew:
While Pilate was sitting in the judgment hall, his wife sent him a message: ‘Have nothing to do with that innocent man, because in a dream last night, I suffered much on account of him.’
Some two hundred years later Origen suggested in his Homilies on Matthew that the wife of Pilate had become a Christian. The name Procula was first attached to her in the mid-fourth-century apocryphal Acts of Pilate; she is first named as Claudia in the seventh century in the chronicle of Pseudo-Dexter.
These slivers of ‘evidence’ have not only secured her sainthood in the Orthodox Church and the Ethiopian Orthodox Church but have been enough to garner Claudia a succession of cameos in movies and mini-series.