My brother ripped all my barbies heads off and melted them. o_0
It could be something or it could be nothing.
If you are concerned have him see a child psychologist. S/he would be able to make a better assumption as to what is behind his behavior.
I wonder if you could ask him who captured them, and why they won't be rescued. I wonder if he's imagining himself as the hero rescuer or at least as the potential to be the hero rescuer.
Our society elevates women victims to larger-than-life status, so he could be thinking of being a rescuer.
On the other hand, my boys attached bottle rocket fireworks to barbie dolls and sent them into outerspace. Hard to say.
I think the key here is asking your son for more details.