In The Puppet Show, Giles is locked in the guillotine.
In Out of Mind, Out of Sight Buffy and Cordelia are tied up and tortured by Marcie.
In Reptile Boy, Buffy and Cordelia are once again tied up as sacrifices.
In Lie to Me, the vampires are locked in the room that has no inner doorknob.
In What's My LIne, Angel is locked in a cage awaiting sunlight.
In Gingerbread, Buffy, Willow and Amy are burned at the stake.
In Helpless, Joyce is captive and Kralik is the threat.
In Bad Girls, Buffy and Faith are stuck in the back of a police car.
In Choices, Willow is held captive by the mayor, to be exchanged for the Box of Gavrok.
In Fear, Itself, Buffy, Xander, Oz and Willow could not get out of the frat house.
In Wild at Heart, Oz agrees to be locked up when he is scheduled to turn into a wolf and later, Veruca joins him.
In The Initiative, a number of demons are held in captivity.
In The I In Team, Buffy is trapped underground with dangerous demons by Maggie Walsh.
In This Year's Girl / Who Are You, Buffy and up trapped in Faith's body and vice versa.
In Where the Wild Things Are, partygoers are all trapped by the ghosts of abused children.
In New Moon Rising, Oz is trapped in the Initiative.
In Primeval, Riley is trapped in the Initiative.
In Real Me, Dawn and Xander are trapped at home by Harmony and her minions.
In Checkpoint, Buffy is stuck at home in a conversation with Glory.
In Crush, Spike ties up Drusilla and Buffy.
In Once More with Feeling, Dawn is unable to leave Sweet and in fact is forced to dance with home and other people dance until they burn up.
In Wrecked, Dawn is trapped at Rack's place.
In Older and Far Away, everyone in Buffy's house is trapped there.
In Normal Again, Buffy traps her friends in the basement.
In Villains, Warren is trapped and flayed after being tortured by bullet insertion.
In Two to Go, Andrew and Johnathan go to jail.
In Lessons, Dawn and her friends are trapped in the school basement and Spike is also there.
In Same Time, Same Place, Willow is trapped by Gnarl.
In Never Leave Me, Spike is held captive in the Summers' house.
In First Date, Xander is prey to a demon girl.
In Storyteller, Andrew considers being a hostage as "guestage".
In Lies My Parents Told Me, Robin traps Spike in order to fight him.
In Touched, the scoobies capture a bringer.
I am glad this question came up. There is a lot of captivity in this show!