[Prisca and Aquila] who risked their necks for my life, to whom not only I give thanks but all the churches of the Gentiles give thanks as well.
Romans 16:4 ESV

We have no record of where or how they put themselves in mortal danger for Paul, but this could be related to the riot instigated by Demetrius the silversmith in Ephesus as described in Acts 19:23-41.

If Prisca and Aquila already owned a home in Ephesus and were well known there, they might have had some hand in quieting and dispersing the protestors or in sheltering Paul from them. If this is the incident that he references, then Paul might have omitted the specifics to protect whatever economic and property interests they maintained in Ephesus.