From Annales 15:44,
The following purports to being a translation: Therefore, to scotch the rumor (that Nero had burned Rome) Nero substituted as culprits, and punished with the utmost refinements of cruelty, a class of men, loathed for their vices, whom the crowd styled Christians. Christus, the founder of the name, had undergone the death penalty in the reign of Tiberius, by sentence of the procurator Pontius Pilatus, and the pernicious superstition was checked for a moment, only to break out once more, not merely in Judea, the home of the disease, but in the capital itself, where all things horrible or shameful in the world collect and find a vogue…..They [the Christians] were covered with wild beasts’ skins and torn to death by dogs; or they were fastened on crosses, and, when daylight failed were burned to serve as lamps by night. Nero had offered his Gardens for the spectacle, and gave an exhibition in his Circus, mixing with the crowd in the habit of a charioteer, or mounted on his car. Hence, in spite of a guilt which had earned the most exemplary punishment, there arose a sentiment of pity, due to the impression that they were being sacrificed not for the welfare of the state but to the ferocity of a single man.
(This translation is not in synch with the quoted Latin text. It begins halfway through 15.44.2 and carries on after 15.44.3.)
A public domain translation which is in synch with the quoted text appears below.