Bandit dens and outposts always guarantee one slave similar to those appearing in the slave market, additional slaves can be gotten from the random free a prisoner event in these dungeons as well. Goblins can be can captured from a random event in the goblin dens. Fairies and I think dryads can be recruited or captured from a random event in groves and I think it also spawns in ancient jungles but I'm not sure. Ancient jungles also host the elven ambush random event which gives you a captured elf or wild elf. I don't think I've ever gotten a dark elf from one of those.