It is a basic tenet of Christianity that Christ suffered to save Christians. Even in modern times, when their tribulations were medically witnessed, St. Bernadette & St. Faustina underwent untold suffering, the former from a tubercular ulcer & the latter from consumption, ending in early deaths.
In Hindu religion also, suffering was the portion of Lord Rama. On the eve of his Coronation, he was banished. Later also after the war to reclaim his wife, he was subjected to calumny & had to banish her. So either he had his wife or his kingdom, but not both at the same time.
Lord Krishna, right from birth, had to battle against great odds. He was also vilified as a philanderer & unscrupulous manipulator, before dying a lonely death by a stray arrow of a hunter.
Later reformist Saints, Sri Ramakrishna & Bhagawan Ramana suffered & died from painful cancers. Even most of the direct disciples of Sri Ramakrishna, starting from Swami Vivekananda, died early deaths, causing great grief to Sri Ramakrishna's consort Sri Sarada Devi, who herself had to take opium to manage the pain of her arthritis.
It may also be mentioned that close devotees of Bhagawan Satya Sai Baba, like N. Kasturi & John Hislop had more than the average share of their problems.
Probably because of this, the religion of Jainism has (to use an outrageous mixed metaphor), taken the bull by the horns & grasped the nettles to make mortification a central part of their creed & made "Sallekhana", fasting unto death, a fitting end to life.
To end this gloomy essay on a lighter note, some Semitic religions appear to imply that the suffering of the Good is compensated in the afterlife. Emerson, in his essay "Compensation", quotes a preacher quoting this doctrine. Emerson pertinently points out "Why not have a good time now instead of waiting for a hypothetical afterlife?"
There is also an apocryphal story of some Muslims visiting France for the first time. They were wonderstruck to see bubbling brooks & other heavenly delights there. They thought "If the promised delights of paradise after death to good Muslims by Allah are present here & now, the God of the Christians is preferable" & promptly converted!