Sayyiduna Abu Sa'id al-Khudri (may Allah be pleased with him) says: We obtained female captives from Banu al-Mustaliq; we desired intercourse but not children, so we asked the Messenger of Allah (peace and blessings be upon him) about that, and he (peace and blessings be upon him) said: "There is no harm upon you if you do not do it, for Allah has written down whoever He is going to create until the Day of Resurrection."
Imam al-Shafi'i (may Allah have mercy on him) says that the Prophet (peace and blessings be upon him) consummated his marriage with Safiyyah (may Allah be pleased with her) at the place called al-Sahba', although it was then dar al-harb (enemy territory).
Hadith Referenceالسنن الكبرى للبيهقي / كتاب السير / 18301