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We often see in films that the villain kidnaps the protagonist's family members (or girlfriend) and threatens to come to him. Otherwise, they will be killed. This usually happens in the climax of the films. The protagonist comes there, fights with the villains (or kill them) and takes his family members home safely. Happy endings.

For example, in Spider-Man 2 and Spider-Man 3 , Mary Jane Watson was kidnapped by Doctor Octopus and Sandman, Brock respectively. By showing her as bait, they try to bring Spider-Man to them.

We can find numerous references of these type in Indian films of drama too.

Is there a name to this trope where the hero's family members are kidnapped by the villains to bring him to them?

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There are multiple tropes for it:

TV Tropes has a index for such tropes : I Have Your Index:

It may shock you to know that I Have Your Index. How I came to obtain it is not important at this particular point in time. All that is important is that I'm willing to give it back . . . for a price.

Which got two related tropes:

I Have Your Wife

The Big Bad tries to get the hero (or someone else) to do his bidding by taking someone precious from him and essentially holding them to ransom. It's often a significant other, frequently a wife or girlfriend; but any family or friend works, or even strangers if it's a certain type of hero.

And the second one, which I found more relevant one is: Hostage for MacGuffin:

The villains have captured . . . someone. Anyone. Usually a family member or loved one, but it really could just be the guy down the street, because the main character loves everyone.

The Villains are willing to propose a trade. Give them the superpowered item that will let them conquer the Earth and kill far more people than just their one hostage, or they will kill their hostage.

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If it has been sub-categorized by the sub-category-minded, it has so far managed to elude TVTropes as anything more specific than an overlap of I Have Your Wife/Daughter/etc.:

The Big Bad tries to get the hero (or someone else) to do his bidding by taking someone precious from him and essentially holding them to ransom. It's often a significant other, frequently a wife or girlfriend; but any family or friend works[.]

and Trap Is The Only Option:

When the heroes consciously recognize a trap when they see one, but elect to walk into it anyway.

The reasons for this vary. Sometimes, it's because one of the hero's True Companions or a Love Interest is being held hostage, and the hero can't turn his back on them.

, with a dash of He/She Will Come For Me/Us:

A Rescue Trope with the Distressed Damsel/Dude invoking the likelihood of rescue by a specific person or small group. She Will Come For Me is the most basic version, followed by variations. The Distressed Damsel/Dude has usually been kidnapped . . .

Anne M Leone references James Scott Bell, but it's a somewhat vague list for the sake of plot-writing, demonstrating that the notion of composition for a reader doesn't lend itself to snappy trope names:

Bell has created a list of nine different types of cliffhanger endings (or as he calls them, Read On Prompts):

Dangerous emotions

. . .

Announcement of a shattering event

. . .

Question left in the air

i.e., fear for the family's safety / the moment of the kidnapping revealed / will the hero(ine) be able to save them?

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