Here are a list of books that I recommend reading on persecution and persecuted Christians:
Into the Den of Infidels has several (eight in all) different stories of former Muslims who found Jesus as their Lord and Savior.
Unveiling Islam is written by two brothers who know much about Islam because they were raised Sunni Muslims by a Mosque leader. If you have questions about Islam, this is the book for you.
Tortured for Christ is the gripping story of Richard Wurmbrand, the founder of The Voice of the Martyrs. Mr. Wurmbrand endured many hardships while imprisoned for his faith during Communist Romania.
The Pastor's Wife tells the story of Sabina Wurmbrand. Sabina is the wife of the founder of VOM. She tells of her experiences while living in Communist Romania.
The current president of VOM, Tom White, wrote the story of his imprisonment in Castro's Cuba in God's Missiles Over Cuba.
This is by no means a full list, but it might get you started in the right direction.