When you are messing around between missions if your running low on health step into a building in which you take missions from and then leave without accepting a mission and you will emerge with full health. This also works if you do accept a mission.
After subduing a "card" from the Deck of 52, it gives you the option of picking up the captive. When picked up, you are disabled from running and must walk while carrying the captive on your back. To run with the captive, simply buy an item from the Merchant of Menace. After the item is added to your inventory, you are able to run with the card floating inside you.