Evidence from the martyrdom of the Apostles. The historical record is strong in suggesting that Peter and James (at least) were put to death for their belief in a resurrected Jesus, which seems unlikely if they had made the whole thing up.
Couldn’t this apply to any other religion though?
Peter and James were eyewitnesses to the resurrected Jesus who apparently never recanted their faith before being put to death for it. This makes them different from later Christian and Muslim martyrs, who certainly had sincere beliefs, but based their faith on secondhand testimony.
I was under the impression that all of the surviving accounts of the apostles' executions were based on secondhand testimony and were from around about 100AD or maybe 90 at the earliest. I don't know that it's possible or accurate to cite their belief in the resurrection specifically as the cause of their executions, but it's a fair enough assumption. However, I don't think it's possible to confirm them being eyewitnesses to the resurrection since the accounts of their interaction with a resurrected Jesus were also written decades after the alleged incident. I think the only exception to this is one of Paul's epistles (also secondhand testimony) that mentions Peter being the first witness of a resurrected Jesus, followed by James and others.