I can't claim to have done a lot of this. I was always a big fan of tying the girl up and pretending she wasn't willing, but there were never any elaborate roles going on.
Anyone do some interesting things in this area?
A few years ago, the girl next door who was probably around 6 at the time was playing with a boy. I heard her say to him, "You can be an escaped convict, and I can be your girlfriend." It made me laugh and think of sexual role playing. I do like the idea of escaped convict and the warden's daughter, and he makes her pay for his perceived injustice of being in prison.