The Asgardian Dungeons are a large prison underneath the Palace where the most dangerous enemies of the realm are imprisoned.
Lorelei was imprisoned in the dungeons for six hundred years after committing various acts of heresy throughout the Nine Realms. Loki was imprisoned in the dungeons as well when Thor brought him back to Asgard after the Battle of New York.
Members of the Marauders were placed in the dungeons when they were captured on Vanaheim. In 2013, Algrim was imprisoned in the dungeons as part of a plan by Malekith to steal the Aether from Jane Foster. He later transformed through use of a Kurse Stone, broke out of his cell, and instituted a mass prison break. Lorelei was among the prisoners who escaped, fleeing to Earth. The Einherjar were deployed to contain the prisoners, aided by Fandral, Volstagg and Thor.
Later, Thor broke Loki out of his cell so he could help him and Jane Foster escape Asgard. While Loki was never recaptured, Lorelei was found and subdued by Sif on Earth and then returned to Asgard.
The cells within the dungeon have a force field to contain the prisoners. The force field provides Un protection vs. Physical and Energy.