A few sessions back (as mentioned in this post) a plight that horrifies many players, a fate that is often reacted to worse then death of a character befell my teen son's PC in my regular game: Capture.
I've seen mature adults freak out rip their character sheet into shreds and sputter and curse when their character is captured. Gladly my son took it a little better then that he is however a little resistant and annoyed at having his character captured.
My son has rolled up a new character to adventure with the other PCs but is also getting a little while each session to play his captured character. He's having a little trouble with this as he isn't used to solo play and is clearly used to the protection of the rest of the party.
In one escape attempt he was being chased by a horde of ice gnomes and managed to get up onto thte outer wall of the palace and leaped off ... he may have been trying to escape or kill off the PC , unfortunately for him he survived to find himself chained to a wall in a cell. In that cell with him was a yeti chained to the opposite wall (yetis are pretty much mountain wookies in my campaign and this is the first appearance of one). My sons attempted escape with his PCs spell casting abilities and screwed up timing and revealed he was a spell caster so the ice gnomes zapped him again and secured him more then they had and he's destined to end his days in the arena where his death agonies will entertain the Ice Queen.
My son is floundering a little with the solo PC but the other players are enjoying the interludes that have been dressign up the shopping trips and planning segments that crop up all the time with that group. I feel I'm being fair giving him plenty of reasonable chances to make his escape but it also is serving a campaign purpose as I'm showing the other players it isn't the end of the world to have a character captured as more adventure can follow.