METAL SLUG ANTHOLOGY

In order to "rescue" a prisoner in a level, you must free them from their captivity AND finish the level without dying after getting them or else they become recaptured and you lose them from your count towards your end total. You can still get the trophy if you lose prisoners during your level playthrough as long as you have 10 by the time you finish the level.

The first level is probably the easiest to get this trophy as the level itself isn't that difficult to complete without dying. The location of the missions prisoners are as follows:
 

(Note: The video shows the locations of all the prisoners throughout the level even if I don't have them all still saved by the end)

• 1: He'll be right near the beginning the level
• 2: He's inside the truck you blow up shortly after the last prisoner
• 3: He's right after you defeat the tall tank
• 4 & 5: They are on the bridge after you defeat the helicopter
• 6: Shortly after the last 2 prisoners, he'll be on your path
• 7 & 8: They come in from the left side of the screen while you're fighting the train centipede
  thing (only took one pic to show location)
• 9: He will be in your path after you change screens
• 10: After going up the hill, he will be on a little rock ledge
• 11: After entering the cave and destroying the gate, he'll be hanging from the ceiling
• 12, 13 & 14: Right after the last prisoner, 2 of them will be on the ground while the third is hanging from the ceiling
• 15: He's a little futher than the previous ones sitting in front of a tank