Inspired from watching Snowdrop and was thinking about other Kdramas that have hostage situation involved. Another Kdrama I have seen with a hostage incident is IRIS. 

Pied Piper has some, from what I remember

Save me 
Watcher - but no romance

But to be honest for this theme I'd highly highly recommend you to try a Chinese drama called
Kidnapping Game. It really is an interesting drama with great romance scenes. follows into the category you look for. There is also a recent Japanese adaption but I'd actually recommend you to watch the Chinese one over the Japanese one since it is much better .