SAS and Special forces selection have this and usually give you boots with no laces, trouser, t-shirt and a trench coat. No equipment but a compass and map. Only your wits.
I'm not special forces, so to supplement my wits I have created this E&E kit.
You change your clothes, so sewing in equipment is not always helpful. When kept as prisoner, laces are taken to stop you from "hurting yourself". Your bag will undoubtedly be taken and searched (looted). Day to day you use the same belt, hopefully if captured, you will get to keep your belt. Choosing a canvas belt allows you to add some cloth if you want to add pockets.
Plastic Handcuff key - wont be picked up by metal detector, small and difficult to improvise, especially when your hands are cuffed.
Magnetized Pin/needle - Slid into the fabric, close to belt buckle, when sweeped by metal detector, it will be assumed to be your buckle. You can use to open flexicuffs (cable tie cuffs).
Water purification tabs - small and inconspicuous, wont bulge and poke you. With all the litter out there, it is likely you can find a bottle or can to hold water, but no real way to purify. This will give you a little hydration to get you further away and closer to your place of safety.
Thread - loosely thread into the fabric so that it can easily be retrieved. Use the tread to suspend the magnetized needle. You now have a compass.
Move and move fast, Keep your wits and hope that you have luck on your side.