Continued from here.
The old baron smiled broadly, a new sparkle in his weary brown eyes. Was the mead finally getting to him? He ordered another bottle of mead from the valet, then continued with his reminiscences. "Did I tell you the tale of Shalea the Sorceress? She joined our party for a time, but on her second delve she was captured by what we thought were brigands. We had been scouting, so we weren't prepared to fight them.
"We went out, rearmed, hired a half-dozen stout men-at-arms, and returned for her. We weren't looking to route the brigands, just to get Shalea back. We chased off the brigands after a bit rougher fight than we were expecting, but got her. Then we high-tailed it out of there.
"Then, as we were recovering from the battle, we noticed a few odd things about Shalea. She was changed. And on the next full moon, we found out how. The men we thought to be brigands were actually werewolves. And that's how our second rescue mission for Shalea began.."
Monsters like to capture humans and demi-humans. Some for food, some for slaves, some to sacrifice to dark gods, some just for the fun of collecting even. DMs love a good 'so and so has been captured' or 'I'll reward you for rescuing my daughter' type adventure hook. So there comes a time in most adventurers' careers where they need to enter the dungeon with the goal of bringing someone back out safely.
These expeditions are usually fairly similar to combat missions. The prisoners are likely to be guarded well, so some fighting might be in order. But a group may want to try and sneak in and sneak out to avoid a rough battle.
Obviously each group will need to plan the entry part as best suits their needs and party strengths. The important part of rescue missions is getting the rescued folks out alive again.
Whatever captured the victims, if not eliminated by combat, may likely pursue. And there are plenty of other denizens of the dungeons, especially those pesky wandering monsters. The party can't depend on the victim being combat-ready (even if they're a player character, they may be low in hit points, out of spells, stripped of their weapons and armor, etc.). So it becomes a game of protecting the rescuees and getting them out of the dungeon as fast as possible.
Higher level groups with access to spells like teleport and word of recall will have it a bit easier, as they can use those magics to get out (or at least get the rescuees and the caster out--the rest of the party might still need to get out the old fashioned way, if there are a lot of folks to rescue). For lower level groups, there's consolation in the fact that you're likely not that deep in the dungeon, and hopefully you've done enough scouting before hand that you know several ways up and out.
Very similar to the rescue mission is the capture mission. Sometimes, there may be a monster or NPC in the dungeon that the party wishes to capture. A wizard may be offering a reward for a live rhagodessa. The Duke may wish to bring a vile necromancer to trial to show the populace he's dealt with the villain. There's plenty of profit (and plenty of danger) in trying to subdue a dragon. A party that does manage to capture a creature will similarly need to guard it--both to prevent it from escaping, but also prevent other creatures from getting it as a snack. So again, how the party chooses to enter the dungeon may vary, but the important thing is being able to get out quickly.