Troops can be captured in a battle. In the actual fight they are represented as dead, but afterwards you can ransom or kill them. Generals can also be captured. In Medieval you could either ransom or kill THEM too, and these options at least will be in Rome, but it is an intriguing possibility that in Rome you may be able to say "give me that city or I'll kill him!" I hadn't thought of that previously, but now that you brought it to my attention, I really hope it is in there.
Rescue missions, I think, will be out. In the real time sense, that is. You may be able to instruct a spy to do it, but even this I doubt.
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