This achievement requires a bit of preparation, a bit of time, a bit of luck, and then a bit of skill, mostly in that order. Once you get to Act II, you can start dominating enemies, including captains. You can do this achievement any time after that. Here's how it works:
Step 1 - Preparation: Dominate a whole bunch of captains. I recruited about half of the available captains in the Seregost region when I did this achievement. Do not dominate all the captains in a region, because you need allied captains to fight against enemy captains in Nemesis missions. If you've dominated all the captains in a region, either go to a different region or shun some from your army. Warchiefs and Overlords don't count.
Step 2 - Time: Specifically, advancing time. Once you own as many captains as you like (preferably around half of the captains in a region), go to one of the fast travel beacons and hit
to advance time. Just like in Shadow of Mordor, there are Nemesis missions where the various captains fight against each other. You want one of your captains to fight against one of the enemy captains. Do not join any of the missions. Just let them time out by advancing time. From the Army menu, you can command a captain to attack an enemy captain using
if you want.
Step 3 - Luck: Just like in the previous game, there are different ways for Nemesis missions to end. The outcome you want is for the enemy captain to capture your allied captain. For me, this happened during a Chase mission when the enemy captured my ally. The first time this happens for you, you'll get a pop-up tutorial telling you that you have to save your guy, so let's go do that.
Step 4 - Skill: Go to your map and find the rescue mission. Head to the starting point and begin the mission. A short cutscene will play with each captain doing a one-liner, and then you get control of Talion again. What you have to do is free your captain by going behind him and pressing
to cut him free, and then you have to kill, dominate, or shame the enemy captain to complete the rescue mission. Be careful not to let your captain die, because that will fail the mission and void the achievement. Kill or pin any enemies in the area to give yourself enough time to cut your guy free, then go wild on everyone in the area. The achievement will pop after you've dealt with the enemy captain and ended the mission.
Side Note: I have no idea how much a captain's level plays into whether they're captured or if they're killed or if they succeed. For this achievement, my level 51 captain was captured by a level 48 enemy, and while I was advancing time, one of my level 8 captains straight-up murdered a level 25 enemy captain. Either way, you have no control over which captain gets which role in which Nemesis mission, so just keep advancing time. It only took my about 5-10 minutes of advancing time for my captain to get captured, but it may vary from Gravewalker to Gravewalker.