Does anyone remember a movie, I think from the 50's or 60's, revolving around a hairy creature that was capturing people and bringing them to a cave. He would then cocoon them to a cave wall and feast on their bodily fluids at his leisure, just barely keeping them alive.
Another possibility is Beast from Haunted Cave from 1959. Some crooks plant explosives in a cave as a distraction for a gold robbery. The explosion releases a spider monster. It captures people, and spins a web cocooning them to the cave wall. Just as you describe, the creature doesn't immediately kill them. It keeps them alive, and feeds off of them slowly. The full movie is on youtube. This link will take you directly to footage of someone trying to rescue the cocooned victims.
The B&W film takes place in the winter, with scenes of snow and skiing and a remote cabin, if any of that jogs your memory.
The movie isn't well regarded, but I rather like it. It was Hellman's first film and made cheaply for Roger Coreman's AIP. Monte Hellman is a favorite director of mine who went on to make some critically acclaimed non-genre films in the 1960's, most notably Two Lane Blacktop, The Shooting, and Cockfighter.
This might be The Spider (original title, Earth vs. the Spider), from 1958.
When a man doesn't come home one night his daughter and her boyfriend go out searching and encounter a giant spider in a cave near the man's wrecked car. Coming back with the Sheriff, the spider is seemingly killed by DDT spraying, and the body then hauled for storage in the high school gymnasium. However, a loud dose of rock music by a teenage garage band revives the arachnid and sends it rampaging through the town.