Fox's Book of Martyrs has some interesting comments about the numbers who perished for their faith.
The First Persecution, Under Nero, AD 67
The first persecution of the Church took place in the year 67, under Nero, the sixth emperor of Rome. This monarch reigned for the space of five years, with tolerable credit to himself, but then gave way to the greatest extravagancy of temper, and to the most atrocious barbarities. Among other diabolical whims, he ordered that the city of Rome should be set on fire, which order was executed by his officers, guards, and servants. While the imperial city was in flames, he went up to the tower of Macaenas, played upon his harp, sung the song of the burning of Troy, and openly declared that 'he wished the ruin of all things before his death.' Besides the noble pile, called the Circus, many other palaces and houses were consumed; several thousands perished in the flames, were smothered in the smoke, or buried beneath the ruins.
The Second Persecution, Under Domitian, AD 81 The emperor Domitian, who was naturally inclined to cruelty, first slew his brother, and then raised the second persecution against the Christians. In his rage he put to death some of the Roman senators some through malice, and others to confiscate their estates. He then commanded all the lineage of David to be put to death.
Among the numerous martyrs that suffered during this persecutions was Simeon, bishop of Jerusalem, who was crucified; and St. John who was boiled in oil, and afterward banished to Patmos. Flavia, the daughter of a Roman senator, was likewise banished to Pontus; and a law was made, "That no Christian, once brought before the tribunal, should be exempted from punishment: without renouncing his religion." A variety of fabricated tales were, during this reign, composed in order to injure the Christians. Such was the infatuation of the pagans, that, if famine, pestilence, or earthquakes afflicted any of the Roman provinces, it was laid upon the Christians. These persecutions among the Christians increased the number of informers and many, for the sake of gain, swore away the lives of the innocent.
The Third Persecution, Under Trajan, AD 108
In the third persecution Pliny the Second, a man learned and famous, seeing the lamentable slaughter of Christians, and moved therewith to pity, wrote to Trajan, certifying him that there were many thousands of them daily put to death, of which none did any thing contrary to the Roman laws worthy persecution. "The whole account they gave of their crime or error (whichever it is to be called) amounted only to this --viz.. that they were accustomed on a stated day to meet before daylight, and to repeat together a form of prayer to Christ as a God, and to bind themselves by an obligation -- not indeed to commit wickedness; but, on the contrary -- never to commit theft, robbery, or adultery, never to falsify their word, never to defraud any man: after which it was their custom to separate, and reassemble to partake in common of a. harmless meal." In this persecution suffered the blessed martyr, lgnatius, who is held in famous reverence among very many. This Ignatius was reappointed to the bishopric of Antioch next after Peter in succession.
