Whistleblowers from some of the nation's highest profile cases have faced personal threats and consequences for their actions — but they're still urging others to expose wrongdoing despite the risks.

Why it matters: In interviews with "Axios on HBO," five of the best-known whistleblowers opened up about the threats they faced and the life-changing personal sacrifices they made: the isolation, the threats of physical harm, even the end of a marriage.

The whistleblowers:

Daniel Ellsberg, who leaked the Pentagon Papers. Edward Snowden, former National Security Agency subcontractor. Jeffrey Wigand, tobacco industry whistleblower. Sherron Watkins, Enron whistleblower. Frank Serpico, former New York City police officer who fought police corruption.

Their stories are especially timely now that the whistleblower who disclosed President Trump's Ukraine phone call is under fire, with Trump and some Republican allies calling for the whistleblower's identity to be exposed.

"Courage is contagious," said Ellsberg. "We need more whistleblowers, not fewer — many more."

"Whistleblowers by their very nature are weirdos, right? They do something that everybody else in that system didn't do," said Snowden, who leaked details of the NSA's surveillance programs and now lives in Russia. (He was interviewed by video conference.)

The price past whistleblowers paid after they became public was sometimes devastating.

Wigand, who exposed the tobacco industry's disregard of the dangers of smoking in the 1990s, had to have armed security because of death threats to his family — including a bullet placed in his mailbox that he said was meant for his daughters, not him.

The stress and the constant danger led his wife to leave him: "My wife says that I'm a hazard to the children in the house, wants me out of the house and that she wants a divorce. And, wow."

Ellsberg faced 115 years in prison. (The charges were dropped.)

And Watkins, who sounded the alarm on the Enron accounting scandal in 2001, spoke of "the isolation and the loneliness and the loss of certainty as to what your direction is."

But in their view, they were serving a higher purpose — and that was worth the personal sacrifice.

"I'm no longer just as guilty as those in April 1994 that swore under oath that nicotine wasn't addictive. I am no longer a bystander," Wigand said.

"People will take from your example the courage to tell the truth," said Ellsberg.

They sent a clear message to current whistleblowers — including the Ukraine whistleblower — through the interviews: You're not alone.

"There are people out there that have been through the same thing, understand what you're going through and will support you," said Serpico.

But the Ukraine whistleblower, who's supposed to be protected from retaliation under federal law, is facing daily threats of being identified against their will, which could expose them to personal danger.

"If the system can't protect this person, the system can't protect anyone," said Snowden.

Snowden's case was more complicated — the Obama administration didn't consider him a whistleblower, arguing that he didn't raise his concerns through the legal process that had been established. But he says moral concerns do serve a higher purpose.

"The law can only evaluate what is legal and illegal, not what is moral and immoral. That latter question, which is oftentimes the more important question, is one that has to be answered by us, by the public, by the papers, because we are the ones who have to live with the consequences," Snowden said.

"Piercing that veil is always going to be a risky activity and there's always going to be costs that are involved in that. But that doesn't mean it's not worth it."

Go deeper: Watch a video of Snowden discussing how his actions upended his life.