I just saw a very good movie, based on a true story, called "A Man Escaped." Its about a French Resistance fighter who is captured, and, well, escapes. It isn't exactly a concentration camp that he is being held in, but it shows very convincingly the kind of ingenuity that was needed.
Another excellent movie to see, also based on a true story, is "Escape from Sobibor." With Alan Arkin and Rutger Hauer. This was about an escape from a death camp. Very, very good.
A good book to read is "Survival in Auschwitz." by Elie Weisel. This is the true story of his own imprisonment there. He doesn't really escape, per se, but he describes the experience in great detail.