Saw a TV episode / movie in the 90s with this plot. Can anyone remember the name of this movie / TV show?
There is very little detail in your question so its hard to be certain, but this is possibly an episode of The Outer limits from the mid 1990's called The Quality of Mercy. The plot is very much as you describe.
Major John Skokes has been captured by the seemingly unbeatable aliens with whom humanity are at war. His companion is a young cadet captured on a training flight, Bree Tristan. Skokes must find a way out of the dank prison for himself and his fellow prisoner before the aliens succeed in converting her to one of their own species.
This plot synopsis comes from the IMDB page for the episode which can be found here...
You can read about the episode on TV tropes here... https://tvtropes.org/pmwiki/pmwiki.php/Recap/TheOuterLimits1995S1E14QualityOfMercy