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Please tell me of I have played this correctly. (Assume all models/units in my example are within 1" and meet the requirements to swing)
It is my turn. I charge into combat with my Cannoness, My Mistress of repentance, and my Sisters repentia. I have charged enemy units A and B as well as his warlord.
I choose my Cannoness to swing first at his warlord. She leaves him with one wound.
My opponent then uses his CP to interrupt and choose his warlord to swing back. he kills my Mistress of Repentance (a character).
I then play my CP to activate my Sister's strategy for the Martyr. it allows me to pick a unit with the Acts of Faith power and have them fight/shoot/move.
I choose my repentia and slaughter his Unit A.
We now return to regular CC rules, at which point I pick my Repentia to fight as chargers (my opponent cannot interrupt again as the 1 strategy per phase rule applies). They slaughter Enemy Unit B and his warlord.

That is how I interpreted all the applicable rules. Does anyone see a hole?

The Martyrdom stratagem is used at the end of a phase in which an ADEPTA SORORITAS CHARACTER from your army has been slain, so you would have had to wait until the end of the Fight phase to make use of it. The correct sequence should have been:

1. Charge with charging units.
2. Select Cannoness to fight, leaving enemy Warlord with one wound.
3. Enemy Warlord interrupts, killing your Mistress of Repentance.
4. Select Repentia (or another charging unit) to fight.
5. Repeat 4 until you reach the end of the Fight phase.
6. Use Martyrdom if you wish.

That is correct. The Stratagems say "Use this Stratagem at the end of a phase in which [Character] has been slain"

Thanks guys! I had forgotten to write the whole strategem down.