Norway has conscription, and the threat is a prison sentence. Usually a total of up to 7 months spread over two sentences. If you get convicted a second time, you generally also lose the right to serve in the Norwegian military as a means to avoid having to go through the whole thing over and over - before that was introduced in the 70's, Norway started facing comparisons to the Franco regime (which had people stuck in prison over military service for decades) as some people during the Vietnam war started getting convicted for a 3rd or 4th time in protest against Norways NATO membership.
Few people refuse today, but largely because they "weed out" those who simply do not want military service by offering 16 months civil service as an alternative to 12 months military service, and because it's very easy to get out of it entirely these days (less than half actually end up serving, which to me just makes it more offensive that they still hold up the pretense)
I had military police calling for me the day I moved to the UK because I'd been evading the conscription notice, and they then eventually (after a couple of years) give up just sending a letter and instead try to get MPs to hand deliver it so they have evidence that it has been received, as a prelude to legal action.
My main reason for refusing was simply that it was mandatory and I don't believe the state should have the right to force anyone into military service. It's easy enough to get discared as medically unfit if you just want to get out the easy way, or get assigned some trivially easy 6 month stint somewhere, but I found it sufficiently offensive that they tried to force it to find it amusing to use every opportunity to frustrate the process, fully expecting it to end with prison until I happened to get involved in a startup that moved to the UK instead.
It involved amusing demonstrations of the idiocy of bureaucracy: When I was called in the first time, I wrote a letter demanding to be released from conscription. I made very sure my demand (which had no legal basis) did not meet the requirements for them to sneakily try to transfer me to civil service, by e.g. making it clear I was fine with picking up arms, just not on their terms. It's kinda tradition in my family - my dad and one of my uncles both served prison terms over it.
So I got a rejection letter, rejecting my application to transfer to civil service - because they had no boxes to tick for "is being generally obnoxious and refusing everything". I was then called in to a police interview. This is a pre-requisite so they can try to "trap you" in saying something that proves that you do no meet the requirements for civil service. Usually that means trying to prove you're not a pacifist or similar. Since I didn't want civil service that was a rather weird affair, where the police officer asked me silly hypothetical questions to try to get me to admit I'd be willing to use violence, and me readily admitting I'd happily use violence in said situations (along the lines of "if someone is about to kill [some relative] ...").
Then they sued. They wanted the court to confirm that I had no right to be transferred to civil service. So I wrote to the court, copying my court appointed lawyer (a very nice guy - the late Ole Jakob Bae - who used to take on a lot of these cases because he genuinely wanted to help; in Norway the public defender role is taken on my private lawyers who can charge the state fixed rates; my lawyer was one of the top private lawyers in Norway at the time, all paid for by the government so they could sue me better) and pointed out that their case was baseless as I had never applied for transfer to civil service, and so agreed with the Norwegian Department of Justice that I should not be transferred, and in fact I'd get very miffed if someone tried to transfer me. I then went for a meeting with my lawyer just to have a chat so he could be sure I knew what I was in for, before he wrote a short letter concurring with my statement.
A few weeks went by, and I received a nice letter from the court confirming that the judge agreed with my assessment. The Department of Justice didn't even get a hearing - they were basically told the case was off the calendar and to go away and stop being stupid.
It didn't end there, of course, but I still take great pleasure in those events in particular.