In 2 Kings 17:6, we read that the northern tribes of Israel were taken into exile by the Assyrian Empire and resettled in several different locations. Those tribes were assimilated completely into the Assyrian people and forgot who they were through the conversion (forced or willing) to other religions. In 392 CE, the Roman Emperor Theodosius I decreed that it was illegal to practise any religion other than Christianity, and many Jews were forcibly baptised into the relatively new Christian faith. Those Jews forgot who they were after a long enough time in Christianity. During the Medieval Ages in Europe, Jews were forcibly converted to Christianity by the thousands at the hands of the Crusader mobs. In the 12th century, the first Inquisition began in what is now France for the purpose of making everyone be the same religion, Catholic Christianity. In 1492 the Inquisition in what is now Spain began, giving Jews the choice to leave, convert or die, though later Spain would no longer allow Jews to leave, and would either murder or forcibly convert them. In 1496, an Inquisition in what is now Portugal began, modelled after Spain's Inquisition. In the 16th and 17th centuries, the Portuguese Inquisition reached Portuguese colonies as far away as Goa, India. In the 16th century, an Inquisition in what is now Italy had begun by order of the Pope. The European Inquisitions eventually spread into Africa, Asia, and what is now Latin America and the southwestern United States. In fact in the early 20th century in the state of New Mexico in the southwestern United States there was an unofficial Inquisition where synagogues were burned and Christians made life difficult for New Mexican Jews who held onto Judaism, but would treat any Jews who converted to Christianity as if they were brothers. While I haven't investigated this fully so I don't know if there are any official records of this Inquisition, I have met Christians who claim to be the children and grandchildren of New Mexican Jews who were converted during this time, and they apparently passed on the story in an oral history. Because of European colonialism, the "Christian thing to do" in most of the world was to have an Inquisition so that Christianity would become the dominant religion in the world. The Christian barbarism of the Inquisitions finally officially ended in 1834 when Spain abolished the last laws that permitted it, though Judaism was nominally eradicated in most of Europe by that time. In the 18th century, Elizabeth of Russia forcibly converted Jews to Christianity. To this day the various Christian denominations still make converting Jews to Christianity of great importance, this is especially so of the movement calling itself "Messianic Judaism". While no modern government has laws requiring the conversion of anyone to Christianity, Christians still seem to feel like they get extra points for converting Jews, even uneducated people who happen to have been born Jewish.
While many Jewish families did convert to Christianity during the Inquisitions, at first they only did so in their public lives, and they continued to practise Judaism in the secrecy of their own homes. They are now called "crypto-Jews". Over the years, even this legacy was slowly forgotten as crypto-Jews began to blend in more with their Christian countrymen and they married their children to Christians. But the legacy of the Spanish crypto-Jews, the Sephardic Bene Anusim, continued in an unlikely place, the surnames of families. Many crypto-Jews adopted last names like López, Pérez, and Córdova and would only marry into other families with surnames that they recognised as the surnames of other crypto-Jews. Today, many Hispanic people who have names that are known to have been used by crypto-Jews are very likely to be descended from Jews who converted to Christianity. If you have a last name that was known to have been used by crypto-Jews, you might actually be Jewish. But the Jewish status is passed through the maternal line, so you're only Jewish if your mother is descended from Jews. If this is interesting to you, you should research your mother's family, and maybe you should also visit your local Orthodox synagogue and discuss it with the rabbi there. If it turns out that you are descended from Jews, the rabbi may suggest that you formally convert so that there is no doubt that you are actually a Jew. This may seem strange and unnecessary to you, but it's for your benefit, and it's worth it.
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