Contrary to the historical information you might get from some of Hollywood's sillier efforts, the last days of Marie Antoinette were not filled with buying shoes and eating candy.
Christine at Laudem Gloriae has translated a series of essays called Les Aumoniers de la Guillotine (The Chaplains of the Guillotine) by French writer Jacques Herissay that shed some light on how the Catholic monarch spent her last days. They are a fascinating account of the revolution, its antipathy toward religion, and how fragile the practice of religion truly is if the state ever throws its weight against it. I do not imagine things are much different today in places of the world where the Church is persecuted; that such things could happen in France, at one time the most Catholic of countries, should be a warning that it could in theory happen anywhere.
Part One
Part Two
Part Three
Part Four