They have a legend in Cornwall that St. Agnes “escaped out of the prison at Rome, and taking shipping, landed at St. Piran Arwothall, from whence she travelled on foot to what is now her own parish.
But being several times tempted by the Devil on her way, as often as she turned about to rebuke him, she turned him into a stone, and indeed there are still to be seen on the Downs, between St. Piran and St. Agnes, several large moor stones, pitched on end, in a straight line, about a quarter of a mile distant one from the other, doubtless put there on some remarkable account.”
From p240 of ‘Poetical Works of Robert Southey’ v1, 1843 – on Google Books.