The system would be that when any enemy you encounter yields to you, i.e. "mercy mercy!" or is unconscious, there is a menu option to "capture" them.
This would make them follow you as many of the prisoners you see being escorted around by Thalmor/Legion/Stormcloaks. Then, once you're where you want to be - i.e. your house or some cave, you can reopen that menu and have them stop following you, and assume some kind of position - hands behind their heads, kneeling, whatever.
Any takers?