I know that this is an old thread, but one feature I wish the game had was a cutting out expedition, whereby you could hijack a ship from the harbor at night.
In it you could start by step1) either sneaking into town or escaping from jail.
step2)Next you would board a ship with a handful of men and fight against a minimum crew for it.
step3) While your crew weighs anchor, you've got to disable the battery to complete your escape: The captain of the guard blocks your path.