What other ways were the Roman Christians killed?

Most people think of lions devouring Christians. While this indeed did transpire, and involved not just lions but other carnivores, Roman Christians were executed by every means imaginable. This includes being torn apart or devoured by animals, decapitation, execution by arrows, crucification, exposure to the elements especially ice, roasting - either burnt alive or slow roasted on a grill or even being put inside a bronze effigy, such as a bull, which then had a fire put under it - boiled alive in oil or water, starvation, drowning - either tied to heavy objects or tied in weighted sack with crazed dogs and snakes - the wheel, crushed, drawn and quartered, raped (in the case of women) until expiring, raked (which shreds the flesh), disemboweled, suffocation or being baked in ovens, starved, tied to dead bodies until the putrefaction or smell overwhelmed them with disease, and basically tortured in a myriad of ways until the Christian simply expired. Some of these torture and execution methods were invented on the spot by the malice of their executioners, as the Christians were hated by the Pagans for their perceived treason to the empire and impiety to the gods.

The Roman martyrology, a record of the sufferings and deaths of the early Roman Christians and Christian in general, catalogues the names and execution of many of these early Christians. It also records instances were God saw it fit to confound the pagans by miraculously preserving the life of the martyr. Probably the most famous example is St. John, disciple and Gospel writer. Although John died of natural cause at a ripe old age he is celebrated as a martyr by the Church since while passing through Rome he was seized upon and put in a cauldron of boiling oil. To the consternation of the pagans, despite the bubbling oil, John not only failed to die, he showed no discomfort. Finally, he simply got out and displayed no burns on his body and he subsequently went on his way.

If looking for an account of extreme martyrdom, St. George is considered the Great Martyr for the exceptional length and variety of his torments. He survived impossible things until at last God allowed him to die for the Faith. His extensive martyrdom is why St. George is so revered across Europe and the Middle East as his cult very early on caught the attention of those that wished a strong saint of the faith and was enthusiastically propagated.