World War II POW Collection

The (UK) National Archives has an estimated 190,000 records of individuals captured in German occupied territory during the Second World War. Held in series WO 416 these consist mostly of one or two cards for each individual for allied service men (including Canadians, South Africans, Australians and New Zealanders) but also several hundred British and Allied civilians and a few nurses.
The series also includes several thousand records relating to deceased allied airmen, whose bodies were found by or near to their downed aircraft.
The collection is closed as it can contain sensitive information about living individuals. Work is underway to catalogue the entire series with the aim of opening records for those born more than 100 years ago or where there is proof of death.
There's much more information in the TNA blog post Opening up our prisoner of war collection by Roger Kershaw.