Martyr. The word itself conjures several images and feelings, not all of them the same, and some of them conflicting. To be clear to be a Martyr you have to 1). Die, and 2). Die for a cause. Beyond that there are some wildly different interpretations of the word. Now not being a study of Jewish history I can not tell you, or name any that Judaism hold as martyrs. I can only speak of Catholics and Muslims, though I'm sure every faith has some version. Now one thing that you need to understand is that unlike Islam it takes the Mother Church to say you're a Martyr. In Islam pretty much any imam can say "yup that guys a martyr," and it sticks.
Another major difference is what you were doing to BECOME a martyr. See in Early Christianity it was a crime to simply admit to being a Christian. They would torture you to get you to renounce your faith. How bad could it be? Well one was grilled alive, when asked if he was going to give up his faith he responded that his other side wasn't quite done. There have been priests bishops and even common people, nobodies that suffered horrific deaths (to include crusifiction). In every sense these men and women were victims. Another important fact is that martyrdom in the Catholic church tends to mean not only did you die for your faith, but you showed unwavering faith, usually in the face of ungodly amounts of pain. To my (admittedly not expert) knowledge, there were never martyrs that just died. They pretty much all died slowly.
Now take the Islamic martyr. As I've already stated their concept is a bit different. Pretty much any Imam can declare a "martyr" there is no real vetting process, like the Catholic church has, so potentially you could be killed in a mosque by a psychotic Yetti and it might count. The most common usage though are Suicide bombers, or people killed while in operations against the west. The guy with an RPG who lights up a school and gets whacked by an Apache is *technically* a martyr. Indeed if you are killed while trying to spread Islam it's not only just, but it's the best way to go. There's no real fine print on HOW your spreading Islam mind you. If I were so inclined I could go around lopping off the heads of everybody in Morgantown WV until people converted to Islam. Most Americans and Christians would find that abhorrent and reprehensible, but many in the Islamic world see nothing wrong with that. There are many Fatwas (think of it kind of like a "ruling on the field" as to what you should and should not do based on your Imam's understanding of the Qor'ran) that deal with JUST THAT. Would you believe there's actually a religious justification for beheading someone? Mohamed did it to 600 Jews in the Medina market place. If Mohamed did it, then it must be golden.
Martyrdom is usually associated with Sainthood, or is a model behavior one should show when the time comes. So what does it say when not even a small percentage of a religion is being held up as an example of model behavior when they're murdering raping and stealing? If their actions are Just then why are they targeting the weak? I can accept insurgent activities against a military, after all that's what the Revolutionary War was, but I don't really recall hearing about the time George Washington beheaded English prisoners of war if they refused to swear allegiance to the continental congress.
There are even secular martyrs after a fashion. Take SFC Randy Shughart and MSG Garry Gordon. They held off an angry Somali crowd from Mike Durant and his downed black-hawk (there is some evidence that some of the crew aside from Durant might have still been alive when the battle began). For heroically holding off the enemy until they ran out of ammunition and both were subsequently killed by said Somali mob,they were awarded (Posthumously) the Medal of Honor. This award, the highest our nation can bestow, and is reserved for acts of valor so extreme it boggles the imagination is about as close as one can get to Secular Martyrdom. Look at all the MOH Awardees for Iran and Afghanistan. To date there have only been three that survived the act (SSG Salvatore Giunta, SSG Leroy Petry, CPL Dakota Myer), and all were involved with rescuing comrades at extreme risk to themselves. SFC Paul Smith, CPL Jason Duhnam, LT Michael Murphy, PO2 Michael Monsoor, PFC Ross McGuinness, SFC Jared Monti and, SSG Robert Miller all died in the act. If you read all of their citations you'll notice something. While most were killing the enemy as part of their actions, that was not their primary goal. Indeed the preservation of their comrades above all other considerations is a common theme here.
The West has many Heroes. Many Martyrs. But unlike in the Islamic world our Martyrs are always defending someone or something. See for us Bravery is not killing willy nilly. That's actually something we try very hard to stop. But if you read the Qor'ran and you'll notice that it is one of the few major religions in the world that was started in violence. Mohamed was not a Peacemaker, he was a Conquer. Like it or not he might have started off as a Prophet-like, nice guy that was just trying to bring people to the Word. What he became is something of a monster that let loose a reign of terror that still haunts us to this day. No the West is not always innocent. Neither is Christianity. Any study of the reformation and the counter-reformation will tell you that we haven't always gotten it right, but at its core the message of Christianity is one of peace. Blessed are the Peacemakers for they will inherit the Earth. We do not seek Martyrdom. Most of us would actually rather avoid it thank you very much, but when the time comes, step up, and do what is right, and you'll be in good company when all is said and done.