I found a complicated, but tested, method.
1. Find a party of Dark Knights.
2. Have them follow you.
3. Find a friendly party (say, if you're allied with the Swadians, a Swadian War Party*)
4. Make the Dark Knights attack the party by leaving their visual range when their nearest party is the target (Swadian War Party).
5. Attack the Dark Knights while they are battling the target.
6. Use a blunt weapon to knock as many Dark Knights as you can unconscious. Try not to knock any Dark Hunters unconscious, I'm not sure if the allied parties have limited prisoner slots.
7. When you win, half of the unconscious knights should be imprisoned by the Swadian War Party.
8. Go to the nearest enemy town and switch sides.
9. Attack the target, rescue Dark Knights from the Swadian War Party.
10. Party hard.
*Due to a bug (I think), you can attack Swadian Prisoner Trains when you are allied with the Swadians, so if your target is a Prisoner Train, you may skip step #8.
Between steps 2 and 3, the Dark Knights love to break pursuit and follow groups of refugees/farmers. You can solve this by going to the attack screen with them, then leaving. They pause for a bit afterwards, allowing the refugees/farmers to escape a little. If you repeat, they eventually leave the Dark Knight's visual range and follow you.
Getting Dark Knights on your team is a ludicrously drawn out process without cheats (I only did it once and took a long time), but with cheats (mostly the See All and Telport cheats) this process can be lucrative (I got about 30 Dark Knights in two hours, give or take).
Also, Dark Hunters aren't very good, and do not train into Dark Knights.