Jesus said that his disciples would be hated and persecuted, (Matthew 10:23-24) and so they have been. Jesus was condemned and crucified unjustly. (Matthew 27:24) and according to tradition all of his disciples, except for John, were martyred. Stephen was the first Christian to die, but soon thousands followed. (Acts 7:59)
The Roman authorities thought the Christians were disloyal for refusing to accept the emperor as a God. At first they only persecuted the church leaders, but when that proved ineffective, they started mass persecutions, and started killing Christians left and right. The emperor Domitian outlawed Christianity under penalty of death. He also ordered the destruction of all Bibles and Christian books.
For three centuries Christianity survived waves of persecution after persecution and grew underground. They fled from place to place, sometimes keeping a low profile and living side by side with their pagan neighbors but at other times living in hiding, in places far away from the main towns. Some hid in the desert, the mountains or deep in the forest; some even lived in caves hiding from the Roman authorities and only going into town when it was safe.
When captured they would not renounce Christ and would not reveal their companions or their hidden location even under the worst of tortures. Many died while others were sent to prison or the mines. When some of the Caesars wrote a decree of persecution against the Christians, some authorities complied quite eagerly and brutally, others without too much zeal.
A few Roman authorities were bribed by some Christians to let them alone, and there were even a few that simply ignored the persecution decrees and when inquired about the Christians they claimed they could not find any to kill. There was a region where Christians had churches out in the open yet the roman governor simply said that there were no Christians in his region.
Eventually Christianity triumphed over the Roman Empire but soon blood run once again. This time the persecution did not came from outside but from inside the church itself. The doctrinal debates eventually reached such animosity that Christians begun killing Christians who differed from them. More Christians died at the hand of other Christians than all the prior persecutions by the Romans. When the Catholic Church gained the supremacy, those Christians who refused to submit to the Roman Popes, were executed. An estimated 86 to 150 million Christians died during the dark ages.
Thanks to the Reformation; today religious freedom is granted by most advanced countries. Of these, The United States offers the most religious freedom to its inhabitants. But there are some countries where Christians still are persecuted, especially in the Islamic areas.
In Sudan many Christians had their children taken away, and their wives beaten and raped by government soldiers. Thousands of Sudanese Christians are languishing in refugee camps. In Pakistan, Christian evangelism is forbidden under penalty of death. In Egypt Christian churches are routinely burned by Islamic zealots. In Saudi Arabia it is forbidden for Christians to gather for worship. Thousands of Christians are rotting in Islamic jails. Their families persecuted and impoverished; and their cries for help ignored by the west.
Persecution also exists in other places. China has thousands of Christians in labor camps, North Korea is brutal in its persecution of Christians. Even in somewhat tolerant Central and South America, preachers are occasionally murdered. But in spite of all the harassment, persecution, imprisonment, and executions; the worldwide underground church is growing by leaps and bounds.