Storm Saxon is a fictional character within the series V for Vendetta. In V for Vendetta's setting, a fascist England, Storm Saxon is the hero of a television serial used as propaganda.
Although Storm Saxon is mentioned several times, his show is only shown once, in the fourth issue. Storm's adventures take place in a much further future---the year 2501--- and feature him fighting as an insurgent in an England that is supposed to be portrayed as dystopian by the fascist government of England.
Storm Saxon, although seemingly a side note, is interesting for two reasons. The first that "V for Vendetta" is a story about a dystopian England where a lone rebel (the titular "V") fights heroically against persecution. Within that story, the fascist government themselves tells a story about a lone rebel (Storm Saxon) fighting against the forces of persecution. So in some ways, Storm Saxon is meant to be an ironic parallel to V. The one adventure we see of Storm's has him saving a woman from rape, also how we are introduced to V. Storm's adventure, of course, is him saving a woman from rape by a group of black thugs, while V is saving a woman from rape by the secret police of the regime.
Which brings us to the second interesting point about Storm Saxon: while the fascist regime in England, like most fascist regimes, is a highly organized, almost totalitarian presence, using high technology and a ruthless police force to control the populace, the fantasy world of "Storm Saxon" recasts fascists as embattled people fighting against a world they do not control. Fascism, on the whole, worships power and control, but for narrative reasons, fascist regimes also like to portray themselves as lone heroes, fighting against persecution. Thus, Storm Saxon fights against a black population that is in control of England, even though in the "real" England, the government has systemically committed genocide against the black population. This is a cutting comment on the twin feelings of power and persecution that often occur amongst fascists.