At the time of Alexander the Great, there were 12 Gods, one to represent each month of the year. Alexander wanted to be a God so he had a statue built in his home-town. Shortly after this he died. People thought that because of his desire to be a 13th God, that's the reason he died.
One theory is that the superstition goes back to the Last Supper. There were 13 people at the meal, including Jesus Christ and Judas was thought to be the 13th guest, who was the one who betrayed Jesus.
Another theory goes back to the days when they used to hang people - a properly constructed hangman's noose consists of 13 wraps above the noose. Also, often there were 13 steps leading up to the gallows platform as this was the correct height needed for the people’s neck to break.
Triskaidekaphobia is the fear of the number 13.
Paraskevidekatriaphobia is the fear of Friday the 13th.
There is always at least one Friday the 13th in each year. In some years there's two and occasionally three. In 2009 there was three Fridays which fell on the 13th day of the month, this will happen again in 2012 - that's gonna' be an unlucky year!
A story published by the British Medical Journal in 1993 called "Is Friday the 13th Bad for Your Health?" found that generally less people choose to drive on Friday the 13th, however the number of people that go to hospital on that day is considerably higher compared to 'normal' Fridays.
Because of it being such an unlucky number many cities don't have a 13th street or 13th Avenue, many elevators don't list the 13th floor and many hotels don't have a room number 13, it is sometimes 12-A.
Finally, in tarot reading, the number 13 is the death card.