I think 'Room' by Emma Donoghue is very impactful. It tells the story of a woman and her son who are held captive in a small room. It shows how they cope with the situation and the psychological impact of abduction. The way it's written makes you really feel what they're going through.
There are indeed such books. 'A Stolen Life' by Jaycee Dugard is a memoir, which is a true story about her own abduction and years in captivity. It gives a very personal and harrowing account of what she went through.