Big Cages
In Second Life, there is no real way to lock a person in a cage. You can always escape, by teleporting, by 'sitting' on something outside the cage, by 'sitting' on a new object and dragging it outside, or by logging off.
If a person who is locked in one of my big cages escapes, an alarm sounds and an IM is sent to each warden. This adds consequences to the act of escaping, and is about the best we can do to make a prisoner really feel locked up.