How do you sell prisoners in Mount and Blade?

Visit taverns and look for a Ransom Broker, there are several and they travel from town to town. They will buy your regular, rank and file prisoners, but not lords or faction leaders. With those, you have to keep them with you until their faction offers a ransom, or they escape from you, or one of your own faction's lords offers money to take them off your hands (typically less than a ransom).