Don Quixote Volume 1, Chapter 40
The captive tells how he was always looking for a way to escape from wherever he was imprisoned. He tells of one master who enjoyed being cruel and would cut off a Christian captive's part, hang, or impale them -- given the slightest excuse. The only person he treated well was a Spanish soldier named Saavedra (Cervantes refers to himself).
The prison yard was surrounded by the homes of nobles that had round deep windows covered with iron grillwork. One day, the captive and three of his prison companions saw a stick tied with a handkerchief sticking through the grillwork, being waved at them. Each of his companions went over to see if the stick would be lowered to them, but it was not until the captive went over, when it was lowered and tilted so the handkerchief fell off. It contained ten dollars worth of gold. Another time it contained Spanish doubloons and a document written in Arabic.
They took this to an imprisoned renegade (traitor) who was always kind to the Christians and whom they felt they could trust. The letter reveals that the woman is a Moor Zoraida who had been taught about Christianity and the Virgin Mary by a Christian woman slave when she was a little girl. She says the captive looks like a gentleman to her and she wants him to arrange for them both to go to where Christians live. She further writes that she is young, beautiful and rich and that she would like to marry him and that her father must not know about any of this because he would kill her.
He promises to help and marry her and she continues to give them money to save towards their own ransom. Her name is Zoraida and her father is the wealthy Moor Hadji Murad. The captive arranges for the ransom of himself and three of his fellow prisoners and the renegade.