John Foxe tells of a martyr who fled and begged for death.
John Foxe, Foxe's Book of Martyrs (New York: Hurst and Co., 1870), 202
Isaiah Mondon, an aged and pious protestant, fled from the merciless persecutors to a cleft in a rock, where he suffered the most dreadful hardships; for, in the midst of the winter he was forced to lie on the bare stone, without any covering; his food was the roots he could scratch up near his miserable habitation, and the only way by which he could procure drink, was to put snow in his mouth till it melted. Here, however, some of the soldiers found him and after beating him unmercifully, they drove him toward Lucerne, goading him all the way with the points of their swords. Being exceedingly weakened by his manner of living, and exhausted by the blows he had received, he fell down in the road. They again beat him to make him proceed, till on his knees lie implored them to put him out of his misery. This they at hist agreed to do; and one of them shot him through the head, saying, "There, heretic, take thy request."