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.