"In October 1941, 'one of the respected members of the community' asked Rabbi Oshry if he could commit suicide. His wife and children had been seized by the Nazis, and he knew that their murder was imminent. He feared that the Nazis would force him to watch as his family was killed, and the prospect of witnessing their deaths was a horror he couldn't bear to face. He begged for permission to take his own life and avoid seeing his loved ones die."Follow the link for the answer.
And note that today, April 19, is Holocaust Remembrance Day.