Hebrews chapter 11 is well-known for its description of the "heroes of faith." After speaking of the most notable figures from the Old Testament it says:
"Women received their dead by resurrection; but other men were tortured because they would not accept release by some ransom, in order that they might attain a better resurrection." (Hebrews 11:35)
Who were these men who were tortured for their faith in hope of the resurrection?
From 2 Maccabees 7:1-42:
"It happened also that seven brothers and their mother were arrested and were being compelled by the king, under torture with whips and thongs, to partake of unlawful swine's flesh. One of them, acting as their spokesman, said: `What do you intend to ask and learn from us? For we are ready to die rather than trangress the laws of our ancestors.' The king fell into a rage, and gave orders to have pans and caldrons heated. These were heated immediately, and he commanded that the tongue of their spokesman be cut out and that they scalp him and cut off his hands and feet, while the rest of the brothers and the mother looked on."
The account continues with the details of the torture and death of the seven brothers. The full account can be found at:
http://www.nccbuscc.org/nab/bible/2maccabees/2maccabees7.htm
Noteworthy is their stated hope in the resurrection:
"And when he [the second brother] was at his last breath, he said: `You accursed wretch, you dismiss us from this present life, but the King of the universe will raise us up to an everlasting renewal of life, because we have died for his laws.'" (verse 9)
The third brother: "I got these from Heaven, and because of his laws I disdain them, and from him I hope to get them back again." (verse 11)
The fourth: "One cannot but choose to die at the hands of mortals and to cherish the hope God gives of being raised again by him. But for you there will be no resurrection to life!" (verse 14)
Their mother said: "I do not know how you came into being in my womb. It was not I who gave you life and breath, nor I who set in order the elements within each of you. Therefore the Creator of the world, who shaped the beginning of humankind and devised the origin of all things, will in his mercy give life and breath to you again, since you now forget yourselves for the sake of his laws." (verses 22-23)
This story of the martyrdom of the seven brothers in 2 Maccabees is the account the writer of Hebrews apparently has in mind when he refers to "other men were tortured because they would not accept release by some ransom, in order that they might attain a better resurrection." It's not referenced in the JW Reference Bible as a cross reference (and most likely not in most Protestant Bibles--though it is referenced in Catholic and Orthodox Study Bibles) because the JWs do not accept the Deuterocanonical books (those books which were accepted as part of the canon of the Old Testament after the Hebrew writings were originally accepted as part of the canon.)
For the view of the early Christians on the Deuterocanonicals:
http://www.catholic.com/answers/tracts/_otcanon.htm
For more on the subject of the Deuterocanonicals/"Apocrypha":
http://ic.net/~erasmus/ERASMUS3.HTM
(see section entitled "Canon of the Bible and the `Apocrypha')
Also see:
http://www.cin.org/users/james/files/deuteros.htm
http://www.envoymagazine.com/backissues/1.2/marapril_story2.html
http://www.cin.org/users/james/files/deutero3.htm
http://department.monm.edu/classics/Speel_Festschrift/sundbergJr.htm