Examples

http://www.christianpost.com/news/real-christian-churches-in-us-forced-to-go-underground-soon-64235/
40 Brave Soldiers for Christ

In the first century, when Hadrian was emperor of Rome, he waged war against the Christians in the
empire. A group of 40 believers gathered together to worship in Northern Italy. Soldiers surrounded them and said, ‘Upon order of the Emperor, Your worship of this so­ called King of the Jews must cease immediately, or you will be executed.’
‘Do what you will,’ answered the 40, ‘even if it costs our lives.’ So the Roman soldiers took them into a mountainous region. It was winter time, and the small lake in the area was completely frozen over. The captain of the guard said, ‘Here is one more opportunity for you to deny Jesus Christ – or we will place you on that lake all night until your bodies freeze.’ It is better to freeze for a night than to burn in hell for eternity, answered the brave believers. So the 40 believers took off their clothes and sat naked on the ice. With teeth chattering and knees knocking, they sang, ‘40 Brave Soldiers for Christ’ as the Romans looked on and mocked them. Occasionally, the captain would call out,
‘Come to your senses, men. Deny Jesus just for a moment. Come and be warmed by the fire and be
saved.’ But the believers would not budge, and kept singing ‘40 Brave Soldiers for Christ, 40 Brave Soldiers for Christ’. After an hour or so, one Christian stood up, able to endure the pain no longer. He ran towards the soldiers, saying, ‘I deny Jesus the Christ.’ And he was welcomed to be warmed by the fire. He couldn’t pay the price, and he turned his back on Jesus the Christ. What about us? What would happen if suddenly we were absolutely forbidden to name the Name of Jesus Christ? Would you be willing to suffer, to be tortured, to die? Remember the 40 believers on the lake in Northern
Italy? After one of their brothers left and turned away, they still sang, only they changed their song to, “39 Brave Soldiers for Christ’. One of the Roman soldiers observing this scene was so moved that he stripped off his clothes, ran out upon the lake and said, ‘No, 40 Brave soldiers for Christ. 40 Brave Soldiers for Christ.’

Matthew 10:39 “He that finds his life shall lose it and he that loses his life for My sake shall find it.”