Did Roman Soldier Ever Surrender to Hannibal?

There are no known instances of Roman legionaries surrendering to Hannibal before or during a battle.
Roman survivors of the battle sometimes surrendered to Hannibal when the battle was over. In the case of the Battle of Trasimene, some 6000 Roman and allied cavalrymen broke out of Hannibal’s ambush and took refuge in an Etruscan village. The next day, Maharbal, Hannibal’s cavalry chief, surrounded the village and demanded their surrender. He told them that he would let them go with a single garment if they would surrender their horses and their weapons. The cavalrymen, fearing that the Carthaginians would massacre the villagers who had hosted them, surrendered. Maharbal took the men to Hannibal’s camp and Hannibal vetoed the provision that they would be released with a single garment. He did release any who were not Roman and told them to go back to their native city and urge their fellows to make a treaty with Hannibal. He sold the Romans into slavery. I wrote a fictional account of one of the Romans who was sold into slavery in my book The Death of Carthage.
After the Battle of Cannae, Hannibal capture the two Roman camps and demanded the surrender of the Romans who had been left to guard the camps. A few thousand managed to escape and found their way to Canusium, but some ten thousand were captured. Hannibal offered to ransom them, 300 denarii for a cavalryman, 200 denarii for an infantryman and 100 denarii for a slave. He sent a delegation of ten prisoners to Rome to plead their cause.
The Roman Senate was swayed against their cause by the Speech of the elderly Senator Manlius Torquatus: “Here is their military service for you: When they ought to have stood firm and fight on, they fled to their camp. When they ought to have fought before their rampart, they delivered their camp: Good for nothing either in the field or in the camp. When you ought to sally from the camp you linger and hesitate, and when you ought to stay and protect the camp in arms, you surrender the camp, your arms and yourselves to the enemy. I am of the opinion, conscript fathers, that these men should no more be ransomed than that those should be surrendered to Hannibal who sallied forth from the camp in the midst of the enemy and with the most distinguished courage, restored themselves to their country.”
The ten prisoners were sent back to Hannibal and all of the Romans captured in the battle were sold into slavery. Some twenty years after the battle of Cannae, the Roman Consul Titus Quinctius Flamininus made a treaty with the Achaeans and as a goodwill gesture the Achaeans sent back with him 1200 Romans who had been enslaved in Achaea. They marched in his triumph and were wildly applauded by the Romans.
Although there had been some instances of Roman prisoners being ransomed earlier in the war, the Senate never permitted the ransom of prisoners after the Battle of Cannae.