Here are a few quotes, beginning with Luther's comment on the statement of the Lord's prayer, "lead us not into temptation."
"We have now heard enough what toil and labor is required to retain all that for which we pray, and to persevere therein, which, however, is not achieved without infirmities and stumbling. Besides, although we have received forgiveness and a good conscience and are entirely acquitted, yet is our life of such a nature that one stands to-day and to-morrow falls. Therefore, even though we be godly now and stand before God with a good conscience, we must pray again that He would not suffer us to relapse and yield to trials and temptations. ... Then comes the devil, inciting and provoking in all directions, but especially agitating matters that concern the conscience and spiritual affairs, namely, to induce us to despise and disregard both the Word and works of God to tear us away from faith, hope, and love and bring us into misbelief, false security, and obduracy, or, on the other hand, to despair, denial of God, blasphemy, and innumerable other shocking things. These are indeed snares and nets, yea, real fiery darts which are shot most venomously into the heart, not by flesh and blood, but by the devil. Great and grievous, indeed, are these dangers and temptations which every Christian must bear, even though each one were alone by himself, so that every hour that we are in this vile life where we are attacked on all sides, chased and hunted down, we are moved to cry out and to pray that God would not suffer us to become weary and faint and to relapse into sin, shame, and unbelief. For otherwise it is impossible to overcome even the least temptation. This, then, is leading us not into temptation, to wit, when He gives us power and strength to resist, the temptation, however, not being taken away or removed. For while we live in the flesh and have the devil about us, no one can escape temptation and allurements; and it cannot be otherwise than that we must endure trials, yea, be engulfed in them; but we pray for this, that we may not fall and be drowned in them." (Martin Luther, Large Catechism XII, On the Lord's Prayer, 6th Petition).
"Through baptism these people threw out unbelief, had their unclean way of life washed away, and entered into a pure life of faith and love. Now they fall away into unbelief" (Martin Luther, Commentary on 2 Peter 2:22).
"Verse 4, "Ye are fallen from grace." That means you are no longer in the kingdom or condition of grace. When a person on board ship falls into the sea and is drowned it makes no difference from which end or side of the ship he falls into the water. Those who fall from grace perish no matter how they go about it. ... The words, "Ye are fallen from grace," must not be taken lightly. They are important. To fall from grace means to lose the atonement, the forgiveness of sins, the righteousness, liberty, and life which Jesus has merited for us by His death and resurrection. To lose the grace of God means to gain the wrath and judgment of God, death, the bondage of the devil, and everlasting condemnation." (Martin Luther, Commentary on Galatians, 5:4).