Here are a few golden oldies from Uncle Bob.
A very interesting captive/hostage film is "Suddenly" (1954; w/ Frank Sinatra, dir. Lewis Allen). A family is held hostage by an assassin because their home is along the presidential motorcade route. Relatively small cast and minimal locations.
Also check out "Lady in a Cage" (1964; w/ Olivia de Havilland, dir. Walter Grauman) and "Sorry, Wrong Number" (1948; w/Barbara Stanwyck & Burt Lancaster, dir. Anatole Litvak). Both are about invalids stuck in their homes.
In a sense Hitchcocks "Rear Window" is a hostage film in that Jeffries is a hostage to his physical immobility.
Not a strictly a captive/hostage film per se, but "Wait Until Dark" (1967; w/ Audrey Hepburn, dir. Terence Young) is pretty good as well.