An RPGnet thread on setting a World Of Darkness game in prison.
Some games have small restrictive locations, but prison is a pretty extreme example. I’ve seen enough prison drama and genre stories to consider it.
There are prison adventures for a number of games where the PCs have to escape, which generally run like the captured-and-unarmed levels in action games or involve a lot of planning depending on the game in question. These prisons are usually hellholes with scary gangs, some mean or corrupt wardens, a good person somewhere in the chain of command, some dangerous passages one has to crawl through, a riot at a convenient or inconvenient moment, and so on. They tend to be more Prison Break than Porridge, if they’re not full-on Gladiator. Stealing a prosthetic leg as part of the plan is strictly optional.
Checklist and ideas from roleplayingtips.
Fantasy prison adventures including some specific examples. See also the first adventure for Cybergeneration, an Unknown Armies one-shot, a prison planet in the adventure in WEG’s Star Wars Rules Companion, how everyone starts in Fallen London...