When Dumbledore tells Harry about the prophecy in Order of the Phoenix (chapter The lost prophecy), he says:
Sybill’s prophecy could have applied to two wizard boys, both born at the end of July that year, both of whom had parents in the Order of the Phoenix, both sets of parents having narrowly escaped Voldemort three times. One, of course, was you. The other was Neville Longbottom.
So in Dumbledore’s interpretation (and his guesses, as we know, are usually good), defying Voldemort means not to get killed when he personally goes after you. A bit later, he hints at what he would consider such near misses:
(…) he did not kill you, as he intended, but gave you powers, and a future, which have fitted you to escape him not once, but four times so far – something that neither your parents, nor Neville’s parents, ever achieved.
I think we can safely assume that he is thinking of the encounters with Quirrell, in the graveyard of Little Hangleton and at the Ministry. The fourth occurrence may either be when one-year-old Harry survived the Killing Curse (although he didn’t contribute to that outcome himself), or when Harry met young Tom Riddle in the Chamber of Secrets (although that wasn’t the “true” Voldemort).
What exactly the twice three situations were in which Harry’s parents and Neville’s parents narrowly escaped Voldemort, isn’t detailed anywhere.
