For the novel I'm currently writing, I'm researching the persecution of innocent souls who were condemned to be witches, heretics, or demonically possessed in 15th century Scotland. Even though Scotland is known to be a nation that was once deeply rooted in Celtic Paganism, they participated in these persecutions due to the influence of the Christian movement throughout Europe at that time.
When looking at the religious state of a country during a particular period in history, one must first consider the rulers in charge. King James III came to the throne of Scotland as a nine year old lad in 1460. His mother ruled as Regent until her death and Bishop Kennedy was guardian of Scotland. James III was a weak king and criticisized by much of the nobles of Scotland. They rallied his son against him, a lad of 15, who promised to help them only if his father wasn't harmed. In 1488, James III was killed and James IV harbored much guilt from it.
As a Christian, I grieve for this part of our history. Jesus didn't go around beating non-Christians or torturing them or persecuting them to death. He gave them love and taught those who wanted to be taught, but he never forced His teachings upon anyone. God doesn't want puppets. That's why He gave us free will. He told His disciples that if they were not received in a city or house, to wipe the dust from their feet and when they depart, take their blessings with them. (Matthew 10:14)
Why was the most preferred method of torture and persecution burning at the stake? It's because of the old belief in baptism by fire. In actuality, when the Bible refers to baptism by fire, it is referring to a spiritual baptism, but people in their lack of knowledge and education back then took this meaning in a literal sense.
I've listed links in the above texts, but I've also used James G. Leyburn's book, The Scotch-Irish: A Social History.