Masada

The night before the final Roman attack, Eleazar ben Jair, who commanded the defense, encouraged the fighters to commit suicide, to which they agreed.

An excerpt from the article 19 facts about Masada

This was an expression of despair, but also of great pride and courage in the face of inevitable defeat, for the defenders of Masada refused to surrender to the rule of the hated Romans.

The men killed their families and burned all their belongings on a common funeral pyre. Then they drew ten from their midst who slaughtered the others. When these were dead, a drawn sicarius killed nine comrades, then set fire to the palace and ran himself through with a sword. Food was left as proof that the defenders had not starved.