Male slaves can be found working the mines at the Desert Mining Camp. One particular slave, the one who isn't mining, is involved in The Tourist Trap quest and provides information on the deeper parts of the camp. The player initially helps him by breaking his chains, then he trades them his robes for desert robes and becomes an escaping slave.
The generic male slaves (along with female slaves) complain a lot about being there and about their work. They can be spoken to, but no dialogue pops up, they will exclaim "Hey leave me alone, can't you see that I'm busy?" and the player will get thrown in jail if done enough times.
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