Here's one that's well attested and is close to my favourite.

Latimer & Ridley (burnt alive at Oxford in the year 1555):

Then they brought a lighted fagot, and laid the same down at Ridley's feet; upon which Latimer said calling out from the fire, "Be of good comfort, Master Ridley, and play the man. We shall this day light such a candle, by God's grace, in England, as I trust shall never be put out.
(from Foxe's Book of Martyrs)