Most criminals who are locked up as a punishment or to await trial are just confined in regular cellblocks or jails, but not all of them. Some are so dangerous that ordinary prisons just will not hold them. Others have secrets that cannot be allowed to be spread, or their crimes are so dreadful that they deserve a greater punishment then normal incarceration or even execution. In yet other cases the ruler had a nasty sense of humour...
Incarceration in the Cosmic Era, adjustable for futuristic and dystopian settings
One of the largest and most famous cryodetention centers operated by Creative Incarcerations Corp
"Ye thought the orbital penitentiary around Venus was hard ta endure? That place is a vacation spot compared to Davy's Lockdown! If the guard borgs can't find an excuse ta peel the skin off yer bones and the inmates don't use ya for their bettin pool, the pressures o' bein that far beneath the waves will drive ya to the brink, mark my words!"
An underwater prison with a dark past, suitable for any sci-fi, neo-dystopian, or cyber punk setting.
The heroes stop in a small town ready to restock their traveling supplies and feed for their animals. All of the villagers are starving, and there is no food to be had. If the PCs are quick witted, their noble steeds might be slaughtered for food.