Just about any time I've captured a faction leader, I've had to force his BG unit to route first. If he simply stands and fights without running, he'll usually be killed instead of captured.
Certainly the most foolproof way to capture a king, however, is (as the others have already pointed out) to leave him no province to which he can escape to. Even if a faction leader makes it off the battlefield without being caught, he'll still end up in your clutches if he has no place to go.
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