There was a story event in
Sakura Dungeon when one had to "sacrifice" one of the party member to a dragon girl (mini-boss), and then get her back by-mail (or something like that).
Heroine Rescue Team has this kind of content more gamified - your companions can get tied up and carried away to bondage devices to be rescued by the player character or other followers.
Not strictly companions, but
in the game I'm making the main idea is that a character goes into the dungeon, eventually gets captured and the next character goes for the rescue, rinse and repeat