свобода даром не даётся(the saying is often used to convey respect specifically to those who are believed to have given their lives in defense of freedom Lavrin)
свобода не бесплатна(a popular American idiom, used widely in the United States to express gratitude to the military for defending personal freedoms Lavrin)
сходить с рук(If you say that someone got away scot-free, you are emphasizing that they escaped punishment for something that you believe they should have been punished for. george serebryakov)