In addition to what Souldead said, there is a new NPC in the town that you can charm which will give you a slave collar. As of right now, the NPC will respawn after a while. I don't know if it is a bug or not, but it seems to be a way to gain more slave collars.
I don't think I tried it, but I am guessing that you can charm (have sex 3 times) some of the NPCs in the village of Sanctuary. I don't know if they will respawn OR if they even give collars, but if you have run out of slaves to rescue in the dungeons, it can't hurt to check it out.
