Among the millions of Jews cruelly killed by the Romans were the "Ten Martyrs"--all great sages and leaders of Israel--memorialized in a special prayer recited on Yom Kippur. Three of them--Rabbi Shimon ben Gamliel, Rabbi Yishmael ben Elisha and Rabbi Chanina S'gan Hakohanim--were killed on Sivan 25.
Links:
The Ten Martyrs
Egyptian representatives appeared in the court of Alexander the Great, demanding that the Jews pay restitution for all the Egyptian gold and silver they took along with them during the Exodus. Geviha the son of Pesisa, a simple but wise Jew, requested the sages' permission to present a defense on behalf of the Jews.
Geviha asked the Egyptians for evidence that the Jews absconded with their wealth. "The crime is clearly recorded in your Torah," the Egyptians gleefully responded.
"In that case," Geviha said, "the Torah also says that 600,000 Jews were unjustly enslaved by the Egyptians for many, many years. So first let us calculate how much you owe us..."
The court granted the Egyptians three days in which to prepare a response. When they were unable to do so they fled on the following day and never returned.
In Talmudic times, the day when the Egyptian delegation fled was celebrated as a mini-holiday.
(According to some traditions, this event took place on Nissan 24.)
It is not so much that we need to be taken out of exile.
It is that we must take the exile out of ourselves.
What is exile? It is the belief that there is some place outside of G-d.
And that in that place, there are forces stronger than G-d.
And those forces will not allow you to do what your soul came here to do.
Fear no thing, no force, no being other than G-d. Do that which you must do as though nothing stands in your way.
Then you will have taken yourself out of exile. And G-d will complete the job.