You've already captured and tortured your PCs, and killing them would be boring. What now?
1. Deity of luck stuns captors, breaks bonds. Will contact later with quid pro quo quest.
3. Man on the inside
4. Rescue squad comes for you
5. Guard has crisis of conscience
6. Guard incompetent/intoxicated
7. Third party attacks, causes chaos
8. They let you go. On purpose.
9. Alchemical explosion next door puts hole in wall
10. Previous recipient of random PC kindness revealed as major player, rescues them