Here we go. Not a very pragmatic thing to do, but I'll give them credit for standing on principle.
http://www.jewishvirtuallibrary.org/...sm/masada.html
Once it became apparent that the Tenth Legion's battering rams and catapults would soon succeed in breaching Masada's walls, Elazar ben Yair, the Zealots’ leader, decided that all the Jewish defenders should commit suicide. Because Jewish law strictly forbids suicide, this decision sounds more shocking today than it probably did to his compatriots. There was nothing of Jonestown in the suicide pact carried out at Masada. The alternative facing the fortress’s defenders were hardly more attractive than death. Once the Romans defeated them, the men could expect to be sold off as slaves, the women as slaves and prostitutes.
Ironically, the little information we have about the final hours of Masada comes from a man whom the Jews there considered a traitor and happily would have killed: Flavius Josephus. When he wrote the history of the Jewish revolt against Rome, he included an extensive, largely sympathetic section on Masada’s fall. According to Josephus, two women and five children managed to hide themselves during the mass suicide, and it was from one of these women that he heard an account of Elazar ben Yair's final speech. Josephus probably added some rhetorical flourishes of his own, but Elazar’s speech clearly was a masterful oration: "Since we long ago resolved," Elazar began, "never to be servants to the Romans, nor to any other than to God Himself, Who alone is the true and just Lord of mankind, the time is now come that obliges us to make that resolution true in practice.... We were the very first that revolted [against Rome], and we are the last that fight against them; and I cannot but esteem it as a favor that God has granted us, that it is still in our power to die bravely, and in a state of freedom." Even at this late juncture, Elazar could not accept that the main reason the revolt had failed was because Rome's army was vastly superior. Instead, he dwelt on his belief that the Lord had turned against the Jewish people. Finally, he came to an inescapable conclusion: "Let our wives die before they are abused, and our children before they have tasted of slavery, and after we have slain them, let us bestow that glorious benefit upon one another mutually." Elazar ordered that all the Jews' possessions except food be destroyed, for "[the food] will be a testimonial when we are dead that we were not subdued for want of necessities; but that, according to our original resolution, we have preferred death before slavery."