In the summer there is a small stone jail for those who are caught breaking the rules of the Sorcery Springs Geyser Basin, but in winter they are imprisoned within the warm waters themselves. No bolts or bars are needed, the cold takes the place of prison walls.
One thing you must realise is that there is no such thing as pure iron/steel these days. Iron/steel isn't nearly as strong now as it was in medieval times. However, with that said, iron in early medieval times was so soft you could hack right through a helm with a sword and leave a nice lil mark on the skull (depending on the grade of iron used on the sword and the helm, ofcaurse). After many hundreds of years of fine tuning, however, the only use the sword had was to puncture the plate. That was very difficult, however, since the grade of steel was so hard... only blunt instruments and weighted axes had any use against plate armor in later medieval times. Makes me wonder why rapiers were so popular then and why less people wore plate (Other than it's obsene costs... a nice suit of armor would cost as much as a nice lexus does now... and a kings suit would be as much as a rols royce).