I know a couple of my great great (great?) grandparents came to Australia via America after fleeing Germany in 1848. The rest came from various parts of the Britain/Ireland, but I'm not sure I have any or many convict ancestors.
I think a couple of great great uncles died in Belgium in the First World War, but I don't know much about that, other than that there's a diary/collection of letters floating around with the family somewhere.
My great uncle joined the RAF for WWII (I think he joined them instead of the RAAF because the RAAF at the time didn't have sufficient training facilities, so were just signing people up to the RAF instead?) and was a navigator, flying bombing raids over Germany. I think he was one of only two navigators from his squadron to survive the war. He died only about ten years after the war, and my grandfather always put this down to the pure oxygen they apparently used when flying, though it seems more likely that it was a combination of his asthma and heavy smoking.
Not strictly related to me, but my mum's godmother (who died last year) was Jewish and was sent by her parents in the 30s from Austria to England (where rich people had started sponsoring children as a means of escape). The rest of her family didn't survive the Holocaust, though I'm not sure where they died.