NARA has a database for POWs online.
http://aad.archives.gov/aad/fielded-sea ... GP24&bc=,sYou can detail searches by service, date, name and location. Camp data is also given--but usually shows only one camp even if a person was at several. This is not a perfect archive, but is a good starting point. The originals of this information was IBM cards which were optically scanned. Some misread characters will throw you curveballs. Some information was so garbled that the card was just rejected in the scanning. So like the other NARA databases this might be up to 85% complete. Accuracy is a matter for the conscientious researcher.
There is a notation for died while escaping or in captivity.
Good Luck.