In the movie "Enemy at the Gates", Commisar Danilov states "Here the men's choices is between German bullets and ours(Russians)"... Infact, in the initial scenes of the movie it's been depicted that Russian soldiers who attempted to return to their base after most of their comrades fall to the German bullets, were shot dead by their own people...
How common was this practice in war times across the globe?
Was it common in ancient wars too..? (Such as during the era of Romans, Egyptians & Persians)
Did mediaeval times bring any change to this practice (if it existed earlier)?
Was there any religious influence against the retreaters?
How did this practice come to an end in modern era?(hoping it did)
Is there any countries / fighting groups where retreaters meet with the same consequences?
I'm not sure about the frequency with which 'last stands' were made throughout history, but there are definite accounts of them that have graced the historical record with sometimes awe-inspiring valor and sometimes gut-wrenching horror.
What comes to mind as an example is the bloody defense of Yangzhou during the dynastic transition between the Ming and the Qing in the 1640s. Shi Kefa, quite a legendary figure in the corpus of Chinese history, was a scholar-official who was charged with the defense of the city in the face of Manchu forces coming from the north. In May of 1645, about a year after the death of the Chongzhen Emperor, Yangzhou came under heavy assault by Manchu forces but was stubbornly and strongly defended by a relatively large Ming loyalist garrison. It fell after about a week of resistance having been virtually destroyed to a man. The Manchus/Ming defectors, frustrated at the heavy losses inflicted upon them by the defeated garrison, set the city to the torch and the populace to the sword. Wang Xiuchu, a survivor, leaves an account of the events that transpired in his 《扬州十日记》or Ten Days in Yangzhou. Among the scenes he describes are "people falling like leaves, eight or nine out of ten being killed", "babies laid everywhere on the ground... the organs of those trampled like turf under horses' hooves... smeared in dirt. Every gutter or pond that we passed was stacked with corpses, pillowing each other's arms and legs. Their blood had flowed like water."^(1) ^(2)
The Siege of Jiangyin is another example from the Ming-Qing transition. According to the account of Xu Chongxin and the official history of the siege, for 80 days, a Ming garrison of some 60,000 men held the fortified city against almost a quarter-million Qing forces. In the final 8-day-long siege and battle, all of the Ming forces died in the fighting, with not one man willing to surrender. Entire families immolated or hung themselves when it became apparent that the overwhelming numerical superiority of the Qing would crush the Ming resistance. Almost 80,000 of the 240,000 men fielded by the Qing were killed in the fighting. In the aftermath, the "dead in the city filled every well. Sunlangzhong Pond and Chong pond were packed deep with layers of corpses. Not one person surrendered."^(3)
Finally, about a thousand years earlier, the infamous An Shi rebellion also had a similar moment during the Siege of Suiyang, where the Tang general Zhang Xun and his garrison held back the bulk of the Yan forces sent to destroy him and the city, inflicting heavy casualties. The Tang garrison was completely destroyed, more so than the Ming forces at Yangzhou, but unlike Shi Kefa's bloody but ultimately futile resistance, Zhang Xun's forces were able to deal a decisive strategic blow to the rebelling armies. His resistance is also somewhat legendary in modern China, especially aspects of his stalwart resistance in the face of heavy odds.
In the case of the anti-Qing resistance of Shi Kefa and many others during the Ming-Qing transition, I think there could be a case to be made that religious or at least extralegal factors influenced the heavy resistance seen. The invasion by the Manchus presented a serious challenge to the Confucian orthodoxy that had permeated elite discourse in late Ming China, with the Manchu invaders seen as barbarous and the imposition of their reign a direct affront to the Confucian system of government. The 'queue order' promulgated by the Qing emperor's regent Prince Dorgon was particularly problematic, with some officials citing the Xiaojing in an attempt to skirt the order and passively resist the Qing's attempt to exert control over the entirety of the Chinese state (the particular passage used was "身体发肤，受之父母，不敢毁伤，孝至始也" - My body and hair are sacred gifts from my parents, and I dare not harm them which is beginning of our filial duties). The Qing did try to also use Confucian orthodoxy to try and convince Ming loyalists to lay down arms and cease resistance or even join the nascent Qing government in Beijing, but this sort of Confucian bickering would go on well past the end of the Ming.^(4) In the end, it took decades of careful political maneuvering by Qing emperors to lure some of the most stalwart former-Ming officials out of retirement/states of resistance and back into the fold of official governance. A good and brief read on the reframing of political symbols can be seen here. I think that this can somewhat satisfy your question regarding 'religious influence' in the decision to resist Qing authority, both through military force and through other, less combative channels.
So to summarize, yes these events happened across history (as seen with these three, brief examples from Chinese history well removed from WWII) although I think pinning down an exact frequency can be a bit tricky. Orthodox beliefs which can be interpreted to be at least quasi-religious may have definitely had a role to play in influencing the fierceness of resistance encountered by Qing forces during the first two examples I cite, but again, this covers just a small cross section of history and leaves much to be desired when describing long-term and cross-civilizational trends.
Pardon the really sloppy citations, it's late.