Title really says it all, I think. Real militaries only, please. I don’t need telling how Klingons react to being captured alive. 
Idle curiosity, really.
I’m not a historian, but I seem to recall this from The Gulag Archipelago by Aleksandr Solzjenitsyn. During WWII, Soviet soldiers who had been taken as prisoners of war by the Germans and then released, were regarded with enormous suspicion by the Soviet government and often incarcerated (or executed) as traitors. Because since a Soviet soldier should rather want to die than be taken prisoner, he must be a traitor to have survived. As in, he was probably collaborating with the enemy.
I wouldn’t be surprised if this attitude exists or has existed elsewhere.
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Moved to GQ at OP’s request.
IMHO > GQ
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Yes, there was a great stigma for Russians who had been held captive by the Germans in WWII. Having surrendered was also considered a profound shame by Japanese POWs, at least before the Emperor gave the command at the end of the war.
“Stigma” is a strong word, and yet… when the De La Penas diaries were made public, a LOT of Texans were outraged, and insisted they had to be forgeries. Why? Because De La Pena’s account of the siege of the Alamo indicated that a handful of the Texans, in clusing Davy Crockett, were taken prisoner and executed after the battle was over.
Now, I can’t swear that De La Pena’s account was the gospel truth, but just for a second, suppose it was. IF De La Pena was telling the truth, Davy Crockett and his friends didn’t go down swinging during the battle, but bravely and stoically endured torture and death at the hands of Santa Anna’s cronies. IF that’s the case, it seems to me that Crockett and his friends were no less heroic than if they’d been shot down in combat.
But judging form the public outcry, a lot of modern Texans DO think it would have been unmanly or dishonorable for Crockett and his friends to have surrendered or submitted to capture once they were out of ammo and surrounded.
In the ancient world, prisoners were sold into slavery. In the medieval period, rich people were held for ransom, poor people were either sold into slavery or massacred. Slavery always carried a stigma.
I think the Alamo issue astorian cites is backlash specific to that incident – a century long tradition of heroic death in combat suddenly being challenged – and I think I recall De La Pena’s account further claiming that Crockett had behaved in a cowardly fashion prior to his execution. I think it simply struck many Texans as an attempt to smear those specific heroes, rather than reflecting a belief that surrender was inherently dishonorable.
In addition to the suspicion surrounding Soviet POWs, I’d offer what I’d think was the most obvious example: Japanese soldiers in WWII. The Imperial Army and Navy were strongly indoctrinated with the idea that surrender was the worst dishonor a soldier could face. Suidical “banzai” attacks or outright seppuku were the only honorable fates for a defeated soldier, and the Japanese often treated captured enemies with the utmost contempt in keeping with that doctrine.
Tales of Japanese soldiers holding out in the Philippines and Guam for decades after the war was over are also part of popular culture.