Consider the number of Gnostics, Arians, and Cathars who all died (at the hands of their fellow Christians) for what they believed in.
Consider the number of Muslims who've died rather than renounce their faith.
People of a religious sect dying for their faith is not that rare. The conditions I described, however, are.
It wasn't until about 150 CE that the name "Matthew" was even associated with this document.
The earliest documental evidence we have accrediting the gospel to Matthew was from Papias, bishop of Hieropolis sometime in 120 AD.
All are written in the 3rd person, none of them contains eye witness accounts, or claims to have been written by a witness to the events or even someone who had met an eyewitness.
Though it's not necessarily that explicit, it is difficult to claim that these books were neither written by someone who'd experienced the events at the time, or at the least wanted to make out that they were.
Matthew was called Levi in gospels other than his own (or the one we ascribe to him), and many monetary details are provided, matching up nicely with his job as a tax collector.
Mark's gospel has much information that would be difficult to acquire if he did not know Simon Peter personally.
In the opening lines of Luke's gospel, it is admitted that the author is not an eyewitness. The detail and complexity suggests that it was written by someone with a
very high level of education. Luke was a physician, therefore it is congruous that he would write it this way.
The fourth gospel indicates many times that the one writing it is an apostle:
The Word became flesh and made his dwelling among us. We have seen his glory, the glory of the one and only Son, who came from the Father, full of grace and truth.
What Jesus did here in Cana of Galilee was the first of the signs through which he revealed his glory; and his disciples believed in him.
There is one disciple in particular, throughout the book, that is never referred to by name. He is explicitly mentioned to be at (as far as I can tell) all events described in this particular gospel where a few disciples go alone with Jesus. It is therefore no stretch of the imagination to imagine that he is the one writing.
The man who saw it has given testimony, and his testimony is true. He knows that he tells the truth, and he testifies so that you also may believe.
One of them, the disciple whom Jesus loved, was reclining next to him.
When Jesus saw his mother there, and the disciple whom he loved standing nearby, he said to her, “Woman, here is your son,"
In addition, in Acts, John is often mentioned being with Peter, no other disciples mentioned.
The sheer amount of writing materials the gospels would have costed back then amount to roughly $16,000 of today's dollars. With projects that large, it is unlikely that the authorship would have been forgotten in living memory. The church also unanimously accepted those four authors, and indeed it seems strange that those four would be the ones they picked. Mark barely appears at all in any book of the New Testament, let alone the gospels in which there is one possible appearance. Given that his account derives heavily from Peter's own experience, it would give them more credibility if they assigned it to Peter. John makes some sense, but doesn't hold the same respect that Peter or James has.
So why is it, that instead of choosing, say, James, Peter, (insert Roman citizen who is an acceptable Jewish sect and a scholar of Greek here) and Andrew, did they unanimously choose Matthew, Mark, Luke and John?
Since these books were written in living memory, and early manuscripts would usually (or always) have the authors' names written on the first page or exterior, it's unlikely that they would have forgotten the authors that quickly.
So, it's actually quite likely that the four traditional authors at least wrote some or most of the books associated with them.