Today, when you think of Rome, what comes to mind? St. Peter's Basilica? The Catholic Church has become synonymous with St. Peter, which strikes me as interesting, as he was crucified in the capital of Catholicism. The history of Peter in Rome runs deep, as well as Paul and Mark.
Mark served for some time as Peter's scribe. In fact, the Book of Mark is perhaps the memoirs of Peter before he died (as written by Mark).
Paul also sealed his testimony with his blood in the same city, not far from the place of Peter's martyrdom. Although well-received by the Saints in Rome, Paul soon found himself under house-arrest for preaching the Gospel of Jesus Christ, he most likely died after the two years he spent in the city.
Rome, although recognized now as one of the main capitals for christian worship was once an extremely dangerous place for them to live.