A number of JW missionaries were jailed in China in the past. Most were caught in the first rush of enthusiastic nationalism when the Communist armies finally swept into power in 1949 and started to sweep away the unequal treaties behind which Christian churches had sheltered. Some may recall the shelling of HMS Amethyst, a British vessel that the Brits used to patrol the Yangzi River far inland, a source of humiliation to Chinese people. That was another symbol of the same feelings.
Among those jailed was Harold King.
His wife tells a strange story of their marriage at http://wol.jw.org/en/wol/d/r1/lp-e/2004085#h=13
(An Aside: The Bill and Linda Schneider she mentions were a well-known couple in the Sydney area. I rather liked Bill, when the WTS in Australia began to become commercialisedduring WW2, Bill was instructed to take charge of some building project and point blank refused to stop pioneering.)
Another was Stanley Jones. (See - https://news.google.com/newspapers?nid=2507&dat=19600815&id=cYRAAAAAIBAJ&sjid=qZsMAAAAIBAJ&pg=3321,6260441&hl=en )
Nancy Yuen, a Chinese JW was also jailed. ( See - http://bringonthegoodnews.blogspot.com.au/2009/09/imprisoned-20-years-in-communist-china.html )
During the disorder of the Cultural Revolution there may have been worse things happen to local Christians. Its hard to know what was happening in many places. That's not to defend that time, which did have a good ending, in that it led directly to the CPC selecting Deng Xiao Ping as a sort of leader. Deng had opposed some of Mao's more radical ideas and had been jailed by Mao. Mao called Deng a 'capitalist roader' for his advocating more personal (private) initiative and of course that's what we now see in China. But all that is another story.
Now to NK. I do not think any outside advocates of Christianity have been executed in NK, and strange as it may seem there is (or was) a small Protestant church in Pyongyang with all local (NK) membership.
MY personal belief is that most churches are so tied up with their own nationalism that the both the first generation of Communist rulers and the NK administration sees them as potential spies. Any deluded Christian who thinks he's bringing light to the blind should be aware that he may be sentenced to years of hard labour.