During some point in your Game of War career you will almost certainly lose your Hero. All of the stress you have built up trying to protect your it will be released and replaced with a new stress of how to get it back.
If you have just lost your hero, don't worry, it's really not that bad. You'll only be set back a few days and lose a bit of experience. What happens to your hero will depend on what level you are at. The safest place to be is below level 14.
This post was originally published in December 2014 and has updated for accuracy and comprehensiveness.Retrieving your Hero before it is Executed will require you to be extremely resourceful. There are a lot of creative tactics and clever mails you can use to persuade you captor. I'll be mentioning the most popular ones below.
When your Hero is Captured you can no longer collect Hero experience. All the XP just gets wasted.
Everything you build, research, or craft gives you an automatic amount of experience, and building and researching gives you an extra collectible amount of experience in the form of a quest reward. Therefore, if you want to be super conservative and not lose any experience whatsoever, you need to stop all those things.
Still complete regular, alliance, and VIP quests though for the resources and materials.
Remember, you can save completed quests and open them later. So, if you receive a Legendary or Epic quest I would recommend not collecting the rewards until you get your hero back because they give a lot of Experience.
Basically, you want to try and refrain as much as possible from gathering any large amount of XP that will be wasted.
See how long it will be before your Hero is freed.
The first thing I bet you are all thinking right now is, “wow so basically I have to stop playing the game for 3 days.” This is not true at all, here are some things you can do:
Read the rest of my blog and learn how to not lose your hero 😉 Do all the research you have been wanting to do on the game, but haven’t had time for. Most people at this point in the game have played for a while but still have a lot questions. Go ask your teammates, search through our site, or make your own calculations to find the answers 
Go read what the advantage of each Building you have is, maybe you didn’t realized its full potential (or lack of potential) when you first started the game.
Go look back at your hero skill tree and see if there is any optimizing you can do when you get him back.
Check if you have combined all your gems recently and look if you should make any new armor for when your Hero is back.
Move Alliances if yours cannot help protect you. Now you have time to use your diplomacy skills and knowledge to get into a bigger one.
Use this time to gather resources you need for your next upgrades
Your hero cannot be taken yet Stay happy while you can.
The greatest thing about being level 14 is your Hero doesn't actually get killed. Use your first Hero Capture as a lesson, and be extremely careful if you do decide to go to 15. Remember you need to always be protecting yourself.
Always max out your Gymnos ASAP in order receive the most hero experience possible. If you don't already know, your Gymnos gives you bonus experience on everything, every time you upgrade it.
In case you didn’t know, you can click the jail cell where your Hero picture was to see when he is set to be released. I would make sure you are online at this time, so your enemy does not recapture your Hero. Also, remember to plan ahead and start Researching, Building, and Crafting so that they will finish right when your Hero returns.
Pro Tip: Do not attack anyone at this point, without your hero bonuses and gear, you will get massacred.
Before moving on with other strategies I want to address a common misunderstanding.
The Misunderstanding: Your Hero will only lose experience (from it's total experience bar) if you do not resurrect it during the 7 day period after it is killed. The game gives you 7 days to resurrect your hero after being at only a few thousand gold. So if you are an active player, there's hardly any consequence to it get killed. However, if you stop playing Game of War and come back weeks later you will have to "Hire A New Hero" and at that point you will lose the percentage of Experience corresponding to the level your Gymnos is. For Example, getting your hero executed at level 15 will take 25% of his XP away. You can never get that XP back 
Have one of your leaders message the enemy who has captured your Hero and request it to be returned politely. Requests including pity usually aren't accepted unless you claim you are a woman or child. It's true though.
Tell you capture a funny joke or story and then ask them to release the hero. In my experience this is the most effective method by far. Even a hilarious threat can release your Hero.
Take advantage of the fact that this game is virtual and make up fake stories or lie in order to get your Hero back. Remember that this a game "of War" and anything goes. If you haven't already been surprised by what people will do to win, soon you will be.
Offer to pay your capture in gold or resources in return for your Hero back, or offer to pay another big player in your kingdom to burn your captor in order to free your it.
One of my team members once got his hero back with only 20k T2 troops from someone with 24 mil power.
What he did was have one of our Members who was zeroed scout the enemy when he thought the enemy had sent out all his troops.
When the enemy sent out all the Troops from his Stronghold to Gather, the one zeroed teammate who Scouted the enemy recognized minimal Wall Defenses and no Troop Defenses. At that point my teammate ported in and attacked the enemy to free his Hero. My teammate freed 3 Heroes this way and lost nothing. After the attack, my teammate Random Teleported away so he wouldn't get his Hero taken again.
When the enemy had sent out his Hero and Troops to gather, his Stronghold was basically defenseless.
Note: The average power level and troop count of all players eight months or so ago when this article was written was about 20x lower, so these numbers don't make sense anymore. Now it will be harder to get a power player to send out all their Troops because they probably have millions. Although, decent gear can beat a power player if their Hero is out on a March. So the strategy of tempting a medium sized players to send their Troops out and then attacking them without a Hero is still viable.
When you use Hemlock you are sacrificing your Hero intentionally in order to get it back sooner. Your Hero eats the Hemlock while he's in the enemy prison and automatically dies after the time period defined on your Hemlock item. Currently, there are three different time frames for Hemlock: 2 hours, 4 hours, and 6 hours.
To clarify, you do not lose your Gear or Gems when your Hero dies, unless you are wearing Cores and the timer runs out (which it will because no Cores last for two hours).
Something To Keep In Mind
Usually big guys will hop around attacking people stealing all the good Resources near the forest or in the 4-5 level Resource areas. Scan around every so often and try to find one attacking multiple people with most of his marches out. Then attack. The most active these big guys will be is during the Kill Events, use this to your advantage in attacking them. Often, these guys will scour the map just before the event and plan their attacks.
Pro Tip: Remember, diplomacy is usually the best answer! You are much more likely to get your hero freed from humorous or kind responses than from threatening ones
How have you been able to free your hero? Post any screenshots and/or stories in the comments below!
Enjoy!
Navi
7 Tips For Troop Training in Game of WarThe 10 Worst Mistakes You'll Make in Game of War: Part 1
5 Minute 500% Fire March Speed in BETA
The Emperor of GOW Speaks Out On Recent ChangesIn