The army of the Emperor Charles V., which was commanded by the constable Bourbon, who had deserted from the French king to the emperor, marched from the Milanese to Rome, and took that city by assault on the 6th of May, 1527. This Duke of Bourbon, after having committed horrible outrages, was killed by a musket shot in mounting the wall; but Philibert of Challons, prince of Orange, took upon him the command of the army, which was composed in a great measure of Lutherans, and other enemies of the see of Rome. The pope and cardinals retired into the castle of St. Angelo; but the German army plundered the city, and were guilty of greater cruelties and excesses than had been committed by the Goths a thousand years before. The house of the Theatins (sic) was rifled, and almost demolished; and a soldier, who had known St. Cajetan at Vicenza before he renounced the world, falsely imagining he was then rich, gave an information to his officer against him to that effect; whereupon he was barbarously scourged and tortured to extort from him a treasure which he had not. Being at length discharged, though in a weak and maimed condition, he and his companions left Rome, with nothing but their breviaries under their arms, and with clothes barely to cover themselves. They repaired to Venice, where they were kindly received, and settled in the convent of St. Nicholas of Tolentino.
Saint Cajetan and the Theatines were dedicated to renewal and reform in the Catholic Church after the divisions of the Protestant Reformation, according to this biography from ETWN:
After what he had endured in Rome during its Sack, he became superior general of the Theatines:
The Theatines' church in Rome was Sant'Andrea della Valle, in which Puccini set the first act of Tosca, including the Te Deum to celebrate the supposed victory of Napoleon at Marengo. Scarpia says "Tosca, mi fai dimenticare Iddio!..." ("Tosca, you make me forget God!") before kneeling and praising God--Saint Cajetan would not have been happy to hear that!
Thomas Goldwell, the Bishop of Asaph, became a Theatine while in exile from England. According to the Catholic Encyclopedia, he was:
Goldwell returned to England when Reginald Cardinal Pole was sent as Papal Legate. He was with Pole when he died and then left England again when Elizabeth I succeeded. Goldwell attended the last session of the Council of Trent.

