Here are a few stories from Eusebuis’s work that I particularly love.
The plague of Rome (aka plague of Cyprian)
But still worse was the pestilence which consumed entire houses and families, and especially those whom the famine was not able to destroy because of their abundance of food. Thus men of wealth, rulers and governors and multitudes in office, as if left by the famine on purpose for the pestilence, suffered swift and speedy death. Every place therefore was full of lamentation; in every lane and market-place and street there was nothing else to be seen or heard than tears, with the customary instruments and the voices of the mourners.
In this way death, waging war with these two weapons, pestilence and famine, destroyed whole families in a short time, so that one could see two or three dead bodies carried out at once.
Such were the rewards of the boasting of Maximinus and of the measures of the cities against us. Then did the evidences of the universal zeal and piety of the Christians become manifest to all the heathen. For they alone in the midst of such ills showed their sympathy and humanity by their deeds. Every day some continued caring for and burying the dead, for there were multitudes who had no one to care for them; others collected in one place those who were afflicted by the famine, throughout the entire city, and gave bread to them all; so that the thing became noised abroad among all men, and they glorified the God of the Christians; and, convinced by the facts themselves, confessed that they alone were truly pious and religious.
After these things were thus done, God, the great and celestial defender of the Christians, having revealed in the events which have been described his anger and indignation at all men for the great evils which they had brought upon us, restored to us the bright and gracious sunlight of his providence in our behalf; so that in the deepest darkness a light of peace shone most wonderfully upon us from him, and made it manifest to all that God himself has always been the ruler of our affairs. From time to time indeed he chastens his people and corrects them by his visitations, but again after sufficient chastisement he shows mercy and favor to those who hope in him. Ecclesiastical History 9.8.11-15
This is how Christianity conquered Rome. Through the same self-sacrificial love demonstrated by it’s founder, Jesus Christ.
The centurion’s choice
The Martyrdom of Marinus at Caesarea.
At this time, when the peace of the churches had been everywhere  restored, Marinus in Caesarea in Palestine, who was honored for his military deeds, and illustrious by virtue of family and wealth, was beheaded for his testimony to Christ, on the following account.
The vine-branch  is a certain mark of honor among the Romans, and those who obtain it become, they say, centurions. A place being vacated, the order of succession called Marinus to this position. But when he was about to receive the honor, another person came before the tribunal and claimed that it was not legal, according to the ancient laws, for him to receive the Roman dignity, as he was a Christian and did not sacrifice to the emperors; but that the office belonged rather to him.
Thereupon the judge, whose name was Achaeus,  being disturbed, first asked what opinion Marinus held. And when he perceived that he continually confessed himself a Christian, he gave him three hours for reflection.
When he came out from the tribunal, Theotecnus,  the bishop there, took him aside and conversed with him, and taking his hand led him into the church. And standing with him within, in the sanctuary, he raised his cloak a little, and pointed to the sword that hung by his side; and at the same time he placed before him the Scripture of the divine Gospels, and told him to choose which of the two he wished. And without hesitation he reached forth his right hand, and took the divine Scripture. “Hold fast then,” says Theotecnus to him, “hold fast to God, and strengthened by him mayest thou obtain what thou hast chosen, and go in peace.”
Immediately on his return the herald cried out calling him to the tribunal, for the appointed time was already completed. And standing before the tribunal, and manifesting greater zeal for the faith, immediately, as he was, he was led away and finished his course by death.
Run the race with endurance
“After these things, finally, their martyrdoms were divided into every form.  For plaiting a crown of various colors and of all kinds of flowers, they presented it to the Father. It was proper therefore that the noble athletes, having endured a manifold strife, and conquered grandly, should receive the crown, great and incorruptible.
Here’s an account of a couple of those noble athletes:
Both Maturus and Sanctus passed again through every torment in the amphitheater, as if they had suffered nothing before, or rather, as if, having already conquered their antagonist in many contests,  they were now striving for the crown itself. They endured again the customary running of the gauntlet  and the violence of the wild beasts, and everything which the furious people called for or desired, and at last, the iron chair in which their bodies being roasted, tormented them with the fumes.
Gives whole new meaning to the passage
Therefore, since we are surrounded by such a great cloud of witnesses, let us throw off everything that hinders and the sin that so easily entangles, and let us run with perseverance the race marked out for us. 2Let us fix our eyes on Jesus, the author and perfecter of our faith, who for the joy set before him endured the cross, scorning its shame, and sat down at the right hand of the throne of God. -Hebrews 12:1-2