I usually play as though my Nord warrior has a bit of a grudge against the Empire right now, seen as they tried to kill him in the beginning of the game. So now when I see a group of Leigon Soldiers on the road with a prioner, I ususally slip the prioner a sword and sheild and then we kill the soldiers. Most of the time the prisoner dies in the fight, but I think he would have prefered it that way. I have managed to free a couple of them, but they just run away. It would be nice if they would add some dialog to this world encounter when you choose to do that, I mean this guy owes me his life. He could at least thank me.