Of course they have! The people of the Barbary Coast or North Africa would raid both coastal settlements and ships at sea in order to capture prisoners who were then sold as slaves. I wrote about the life of one such individual here.

In British India, James Scurry, a British soldier, was held captive by Tippu Sultan for a decade. This was a very famous case.

After the 10-year long captivity ended, James Scurry, one of those prisoners, recounted that he had forgotten how to sit in a chair and use a knife and fork. His English was broken and stilted, having lost all his vernacular idiom. His skin had darkened to the swarthy complexion of Negroes, and moreover, he had developed an aversion to wearing European clothes.

Thousands of Catholics were also held captive by him. But I'm not sure how many of them were European. Probably a very small number...priests/missionaries very likely.

http://en.wikipedia.org/wiki/Captivity_of_Mangalorean_Catholics_at_Seringapatam

Not counting by each other?

Iroquoian warriors were famous for enslaving captured civilians. They then tortured some, killed some, assimilated some to replenish their numbers and kept the rest as slaves. The most famous of those caputres is the Lachine Massacre of 1689 when over 1,000 warriors attacked the Lachine settlement, killed 97 settlers and took 60 captives. Some of those captives escaped or were released after a decade.

Source: Jean-François Lozier, In Each other's Arms: France and the St Lawrence Mission Villages in War and Peace, 1630-1730.