Do the Eastern Orthodox have anything similar to Butlers, lives of the Father, Martyrs and other Saint
Orthodoxy has quite a few such sets. The two most popular in English are probably the Prologue from Ochrid compiled by St. Nikolai of Serbia, which is published in four volumes and is about $100 (this is also available online in a number of places), and the Synaxarion (Lives of the Saints) which is in 6 or more volumes and is more complete, but usually runs  $250 or more. Then there are, of course, other books which deal with specific types of saints (e.g., fools for Christ, Greek Popes of Rome, married saints, etc.), and also multiple-volume sets dealing with various types of saints (e.g., Monastery Builders). The most complete online list of saints (it's just a list though, no information) that I am aware of can be found
here.