Being in the clutches of the enemy is daunting and dangerous. But it can lead to some memorable adventures, such as the classic Dungeons & Dragons adventure module In the Dungeons of the Slave Lords, in which the heroes begin the adventure imprisoned, with no equipment or weapons whatsoever, and have to use cunning and guile to gain their freedom.

Actually starting the heroes in captivity can be a bit heavy-handed, though. But such tricks aren't really necessary, as any group of PCs will probably do something stupid enough to get them captured eventually. So always have an "escape" scenario ready, just in case.

Transcript

Lando: You must have the wrong guy. He's a shifty character, but Freddo's no shapeshifter.
Boba Fett: Han Solo is a shapeshifter. Of this I am sure.
Lando: Han Solo?
{beat, Lando thinks}
Lando: You mean the third biggest bounty in the Galaxy? Freddo?
Boba Fett: I'm taking his splanch. Pray I don't alter him any further.
Lando: Wha...?
{Darth Vader exits the torture chamber}
Darth Vader: Your turn, bounty hunter. Remember, I want him alive.
Boba Fett: He will live while Kenobi lives.
Darth Vader: Yeeess... That is comforting.