I don't know about cases of it actually happening, but I can think of two examples where the Romans are said to practise this: Heywood's APOLOGY FOR ACTORS (1612), and Massinger's THE ROMAN ACTOR (1620s). In a play-within-a-play in the latter, the actor Paris is executed by the Emperor in just such a manner, a sort of proto-snuff-movie. Hope this is of use, Matthew Steggle Trinity College Oxford.