Prison
Prison is, like other symbols, ambivalent. On one hand, it can illustrate withdrawal, perhaps in the inner world, where one's own thoughts and inner life are contemplated (which can be fruitful or compulsive); on the other hand, it is a "well-known symbol of resistance to the process of individuation." (Sharp, 1989, p. 82.)
Being Trapped
Being in a cell puts one in a cramped, possibly dark space that one cannot escape from. This can allude to a psychological situation, where one is "stuck" in something and psychologically shrinks instead of being free and able to grow.
It may also reflect being caught in a complex, a certain way of thinking; trapped in a way of living, and so on. Thus, escaping from a prison can indicate the possibility of breaking free from what one is stuck in.
If one dreams of being captured, it is wise to pay attention to what has caught one, or what one is a prisoner of; for this may reveal which complex or situation is locking one in.
The Self's Approach
Being imprisoned can also express the approach of the Self, if the Self is something the dreamer fears. Often, one may dream of drowning or falling or being helpless in other ways when the Self approaches consciousness.