Michael Dun has has a website on which he accounts for the British, Canadian, and American PoW's of the War of 1812.
There are some 15,000+ names covered on this website.
For example, in the Canadian section, he takes the book by C.H.J.Snider, Under the Red Jack: privateers of the Maritime Provinces of Canada in the War of 1812, and he gives a brief history of the ship, and lots of names, so it is worth a read.
In the bibliography, beside listing books which may interest you, there is also the Niles Weekly Register from Baltimore which gives an account of the American side of the war, and the Lloyd’s List, which covers the British part of the war.
The site is located at http://www.1812privateers.org/index.html