SPOILERS
I'm not sure if I can remember all the details, but here goes.
Adam kidnaps Carolyn and holds her in a small shed on the estate.
Adam kidnaps Vicky at Nicholas' request and she's held at Nicholas' "house by the sea".
Willie kidnaps Maggie and keeps her in the masoleum for her own protection.
Dirk kidnaps Rachel in 1897 and holds her in, I think, the cellar of an abandoned house.
Jeb Hawkes kidnaps Maggie during the Leviathan story. I can't remember the exact place...a tomb? She was guarded by the zombie sheriff.
Jeb kidnapped Julia to try and force her to help him become human.
Bruno kidnapped Sabrina (and Carolyn? can't remember) and held her in a closet. It was an attempt to trap Chris.
In PT, Maggie is kidnapped by John Yaeger and held in a cellar of a house.
Also, in PT, Roxanne is used as Angelique's lifeforce, kept at the Stokes' house.
In 1840, Daphne is kidnapped by Gabriel and held in a deserted wing of the house.
In PT Stella is held prisoner by Julia and Flora Collins.