Why did we end all of the "-us" names? They sounded so epic. When did they fade out? How long did they stay? Are there any similar names that countries that were a part of the roman empire still name them similarly?
Many Roman names still exist--Jules, Mark, Anthony. Those three are a mix of praenomina and nomina, but the difference is largely irrelevant, since by the time those names had entered into the Romance languages the old Republican naming conventions of strictly-demarcated nomina, praenomina, and cognomina was largely defunct. Those are the exact same names--it's not that the Latin declensional endings were removed (the "-us" you speak of, being the nominative singular masculine form of the Latin second declension), it's that we don't use the Latin declension in English, French, Spanish, German, etc.
The "-us" ending is a distinctive Latin morpheme, being the masculine nominative case ending. (Cases tell you what role a noun plays in a sentence: subject, object, etc.) Thus, it's not really part of the name, no more than "-ing" or "-ed" is part of a verbs' meaning. Romance languages like French and Spanish don't use cases, so they kept the name root and adapted them into their own morphology:
They're all essentially the same name, but they've been formatted to fit the sounds of the language.
Follow up, is it so that certain Roman/Byzantine names in greek have had the letter o (or omega or omicron) dropped? (lexios -> Alexis, Ioannes -> Iannis.)