Military E&E.
There are two types of E&E kits. Before you become an POW and after you have been captured. Before kits are easy as its what you have on you when make your run: from a survival tin to your complete fighting order. After kits are on the whole whatever you might still have having been thoroughly body searched.
The best chance of escape is usually within the first few hours after capture. This is also the time when you feel the most low, so not a lot of people manage the mental step of going for it. Not suprising as it is a quick way of getting yourself shot. Once in the POW chain escape becomes more difficult and you travel further away from friendlys. After a few days the fatigue of capture takes it toll, so even fewer are able to mentally or physically try.
If you do make a clean break, then life is very tough. Modern battlefield surveillance equipment, such as heat intensifiers, make escape even harder.
This is a great subject but most of it comes down to physical and mental endurance. The individuals decision made under duress and how the luck falls. I was once at the lecture of the man who escaped from Colditz, WWII, only to be captured 25 meters from the Swiss border (his name eludes me for the moment). Now that would be a bummer.
There are a few items you can hide sewn into your combat clothes: a micro compass and some cord. A boring cheap watch has more chance of staying with you. If you over do it and it is discovered you could end up without any clothes and a real kicking which would put an end to any escape plans.
Having said all that, there are plenty of skills that you can practice in your own time which once mastered can't be taken away as they are in your head. Try survival techniques with support/kit and then try without anything.