An enemy with overwhelming force that doesn't want to kill them or kill them immediately. Defeat can lead to cool escape missions...

Had a party of PCs betrayed on an inside job - The PCs thought they were stealing from a rival, but were fed bad intel by a trusted source and were in fact heisting from the king's tax collections.

The king's own guard set up a sting operation - they were tipped off by said source. Elite guards came in from both sides of an alley and on a rooftop - PCs had the option to surrender but were subdued w/ nonlethal damage. Wake up in prison pending public execution - here PCs have many options to plan escape