There are captive characters littered across all levels, which can be rescued by walking over, then escorting the controlled character to the exit point. If a player controlled character is killed, that character turns into a captive, except that they will disappear if the next active player controlled character dies, exits the level without them, or the player has no characters left in their party. In Hard mode, you start the game with all twenty characters, but all the captive characters are removed from the levels.