FROM SAHIH BUKHARI - VOLUME 5, #637: Narrated Buraida: The prophet sent Ali to Khalid to bring the Khumus (part of the war booty) and I hated Ali, and Ali had taken a bath (after a sexual act with a slave girl from the Khumus). I said to Khalid, "Don't you see this (i.e. Ali)? When we reached the prophet I mentioned that to him. He said, "O Buraida! Do you hate Ali?" I said, "Yes." He said, "Do you hate him for he deserves more than that from the Khumus."
FROM SAHIH MUSLIM, VOLUME 2, #3371 Abu Sirma said to Abu Said al Khudri: "O Abu Said, did you hear Allah's messenger mentioning about al-azl (coitus interruptus)?" He said, "Yes", and added: "We went out with Allah's messenger on the expedition to the Mustaliq and took captive some excellent Arab women; and we desired them for we were suffering from the absence of our wives, (but at the same time) we also desired ransom for them. So we decided to have sexual intercourse with them but by observing azl" (withdrawing the male sexual organ before emission of semen to avoid conception). But we said: "We are doing an act whereas Allah's messenger is amongst us; why not ask him?" So we asked Allah's messenger and he said: "It does not matter if you do not do it, for every soul that is to be born up to the Day of Resurrection will be born".
FROM SAHIH MUSLIM, VOLUME 2, #3432 Abu Said al-Khudri reported that at the Battle of Hunain Allah's messenger sent an army to Autas and encountered the enemy and fought with them. Having overcome them and taken them captives, the Companions of Allah's messenger seemed to refrain from having intercourse with captive women because of their husbands being polytheists. Then Allah, Most High, sent down regarding that: "And women already married, except those whom your right hands possess (Quran - 4:24), (i.e. they were lawful for them when their Idda (menstrual) period came to an end).
http://www.answering-islam.org/Silas/femalecaptives.htm