I'd let it happen.
In one of our games the PCs had to jump off a cliff into a gorge to escape a _horde_ of ravening Picts. Several failed their rolls and went unconscious as they hit the water, but "Fate" intervened and it just happened that a few logs from a dam upriver came by and they ended up precariously draped over the logs. They were washed up on a beach, at which point the only character still conscious was unable to stop them being captured by slavers and taken to the block.
The slave pens and hte block proved to be an interesting diversion, a barbarian PC giving loads of trouble and, even yoked, managed to knock the salesman off the sales-dais (at which point the salesman, through a bleeding nose and clutching his head just shouted to the crowd something along the lines of "See how strong he is! Such a magnificent brute! Surely he is much more desirable! What am I bid?"...).
The PCs were sold to a ship as slave-crew and rowers. This ended up as an excellent bridge to another adventure.