Someone who dies for his or her faith is known as a martyr. In the early Church, many converts to Christianity were tortured and put to death by Roman emperors, such as Diocletian at the end of the 3rd century AD. For the most part it is the martyrs of the late Roman era who are represented in painting. Many of them hold palms, a symbol of their martyrdom.
The first Christian martyr, or proto-martyr, is Saint Stephen, whose death by stoning is described in the Acts of the Apostles (Acts 7: 58-60).