Spring of 1844, the trouble and persecution plaguing Joseph Smith was getting more intense. To escape the trouble Joseph and his brother Hyrum sailed across the Mississippi to be free from their persecutors. Sailing across the Mississippi with the intention of heading west to freedom. Joseph and Hyrum were soon called back by Joseph's wife, Emma. They had also hear there were other Saints who felt the prophet was abandoning them. Joseph and Hyrum returned home to Nauvoo to say "goodbye" to their families for the last time. Joseph Smith was to turn himself in, and Hyrum Smith loved his brother enough to chose to go with him on that fateful day.
Earlier in the year Hyrum was told in a blessing that "if he desired he could give his life in the cause of Christ." The wording wasn't "you will be a martyr", it was "if you choose." He was told in his Patriarchal Blessing that "faithfulness will be the strength of his loins". Given By Joseph Smith Sr. and it is taken to mean he will have a very righteous posterity.
They were facing pleading after pleading to come back to Nauvoo
Joseph pleaded for Hyrum to leave and go back to Nauvoo, back to safety. To add to the problems of the time both Joseph and Hyrum's wives were pregnant, and both wanted to be with their wives when the babies came. Hyrum put his hand on Joseph's shoulder and said "In the name of Israel's God, I will live with you where ever you go, and I will die with you where ever you go." The prophet wanted to shake that off and finally hesitantly said "amen". The decision was made, they will return together.
There are three other times between Nauvoo and Carthage when the Prophet says "you go back Hyrum" and all three times he says "Joseph, I cannot leave you." He had made a covenant and could not leave Joseph to face the captors alone.
References:
"Presidents of the Church" by Truman G. Madsen