Colonel (or at least that's what they think his name is) was captured during a firefight between coalition forces and members of the taliban. More details on his story can be found here:

http://www.foxnews.com/world/2014/02/06/taliban-captures-us-military-dog-report-says/

I have even started a petition to bring colonel home!

https://petitions.whitehouse.gov/petition/bring-captured-military-working-dog-named-colonel-home/zg2cXHq4

He is the first dog to be held as a prisoner of war. And just look at the photos. He looks so scared.