In bootcamp, one of the first things they teach us, is how to survive being captured by the enemy.
If one is captured by the enemy, one must make very attempt to communicate with your fellow captors. Be it in codes, tapping, small written messages, etc.
One must also always be on the lookout for ways to escape. You are ingrained with the idea that it is your RESPONSIBILITY to escape.
It's also helpful to resist giving them what they want. Give them as little as possible, for as long as possible. You may have to eventually give them something, because you can't endure whatever it is they are doing to you, but even then, it is still possible to give them as little as possible. Hold something back.
Control what you can control. Clean your cell, make drawings... move your bed from one side of the room to the other... change you environment for the better, because you can. It's also helpful to take care of yourself, exercise, etc.
Notice the imperfections in your enemies. The buck teeth, the big gut, the huge ears, the odd speech. Whatever it is. You don't have to let know you think these things (to avoid being punished), but you can notice they're not perfect.

The military prepares it's soldiers by forcing them to think ahead about the possibilities and by giving them some tools to deal with the situation, if it should ever arise.

They also suggested that it is helpful to remind the enemy(if you are captured), that you are human. Tell them you're cold and ask for a blanket... tell them you're thirsty and ask for some water. Don't let them forget that you are a fellow human being.