i read it in a paperback story collection that I purchased new around 2006 to 2008, possibly themed as time travel or alternate realities.
For most of the story, we do not know who the prisoner is, but it is a high security place. I think it may be written from the perspective of the warden talking to a new guard, but not positive about this.
The premise was that at a future time, they had access to some type of time travel but also the world was heading to self destruction. Somehow the question is, if you could go back in time and take ONE prisoner in order to save the future of the world, who would it be.