Martyrs killed by the King, specifically the Harugei Lud [2 brothers who claimed to have committed a murder in order to prevent the Jews as a whole from punishment], get the highest place in The "World to Come": Pesachim 50a
The Jews martyred themselves for the prohibition against Idolatry and for the Mitzvah of Circumcision, and so these Mitzvos have stayed strong with their descendants: Shabbat 130a
The Jews didn't martyr themselves for Phylacteries, and so it has not remained strong with their descendants: Shabbat 130a
The martyrdom of the Frogs in Egypt: Pesachim 53b
Praising one about whom good things are said: Megillah 25b
Sanctification of HaShem's Name in practicing certain knowledge, which glorifies the Jewish people and therefore HaShem: Shabbat 75a Joseph sanctified Gd's Name in private, and so Gd added one of the letters of His Name to Joseph's name; Joseph is sometimes identified as "Yehosef". Yehudah sanctified Gd's Name in public, and so Gd incorporated His whole Name into Yehudah's Name: Sotah 10b Miracles are earned by sacrificing to honor Gd's Name, not by Torah scholarship: Berachot 20a