There may come a time in adventurer’s life when he is imprisoned against his will. Good characters can get imprisoned under false pretense or righteous action, or captured by enemies. When the party is trapped under guard, it’s their duty to escape so they can go on saving the world. This is scenario is the opposite scenario from the heist… instead of breaking in, they’re breaking out.
Smart captors will remove their captives’ weapons before locking them up. Thankfully, in 4e, there’s a lot a character can do without gear. Most powers that are implement based still work without the implement (but at a lower bonus). Hands, rocks, chamber pots etc can be used as improvised weapons. Without the right feats there’ll be a penalty to use them, but hopefully the boss will be so overconfident that your guards will be low level.
To get out of a locked room or cage, a thief can try to pick the lock with improvised tools such as a fork tine or sharpened rat bones. Alternatively, a determined hero can take years or decades to slowly carve out an exit like in the Count of Monte Cristo or Shawshank Redemption. If you go this route, I recommend that the years be hand-waved instead of role-played. It’d be interesting to see how a fantasy world evolves over the years between when a character is active in it, but I think this should be set up at the start of a campaign and not because the party failed a skill check and got locked up.
Another escape option is to overpower the guards. Generally guards will have to open the door to provide food and water, and perhaps occasionally change the chamber pot. If it’s an established prison, the captives may be let outside for a few hours, where events are less under their control. And if all that fails, someone can fake an illness to get the guards into the room.
Without access to weapons and implements, the damage dealt in combat is going to be minimal. Thankfully as we all have learned from countless movies and books that dungeon guards are the definition of minion. Usually there’s one big bad guard with an extra large saber, but he likes hangs out in the room outside the prison room, and if the party has to encounter him without weapons, he’ll just be a big minion.
Once they escape, the party’s first order of business is to get their stuff back. If they’re lucky there’s a big unlocked chest just out of reach; if they’re very unlucky, the boss has appropriated their stuff as his own. Once the party gets their goods back, they should high tail it out of there (or seek their revenge and then escape). Whether the prison is a hut in a lizardfolk camp, or in the dungeon of a well guarded fortress, when the party is low on resources, they’re best getting out quickly and quietly, avoiding excess fighting. Of course, if the escape is certain or the party has the resources, you can stick around a little bit to loot your captors.
None of this advice helps if you have a sadistic DM that comes up with a dungeon impossible to escape. I’ve been on both sides of the table in this scenario. It’s okay to come up with a tough situation and let the players figure it out, but there should at least be a concrete plan that the DM has so she can lead the party to it if they aren’t able to come up with a suitable one on their own. Better yet, the DM should say yes to whatever the players come up and help them make their plan work. The DM could also set up a prison break as a skill challenge (without or without combat interspersed).