Hard to believe that the series has gone this far without any mention of martyrs.
It should be noted that we have little that can be verified regarding martyr's deaths; what we do know is the stuff of legend. But as legends they were well known enough top become part of the iconography of the saints, such that Michelangelo could depict Bartholomew holding his flayed skin in The Last Judgement.
All these images come from A Rome Art Lover's webpage. A great site.