These are the stories that I've found (and not read) where Sesshoumaru and Kagome are locked together in a cell. I can't tell you if the stories are any good, but it doesn't hurt for ya to check 'em out.
The Pleasure Principal by OnyxIvyStone
sesskag.dokuga.com/fanficread.php?fid=7865&cid=1
The battle is over and the heroes lost. The villains have the completed the Shikon no Tama and an inutaiyoukai and a miko are locked in a dungeon, naked and devoid of their memories.
NC-17 - Angst/Drama -
Captured and Trapped by SweetestAngel
inu.adultfanfiction.net/story.php?no=600092733
*chap18 up!!* Kagome woke up in a cell...and not alone. Will she survive her ordeal? Will she be able to escape? SessKag pairing. Rating for later chapter. Sorry, bad summary. M/F
Just Breathe by Moments of Magic
inu.adultfanfiction.net/story.php?no=600090204
She was taken, locked away for reasons unkown to her, a legend, a betrayed love and a friendship that never should of come to be. Kag/Sess. Angst. Lem. M/F Original
All is fair in love and war... by Sesshomaru_is_sexy
sesskag.dokuga.com/fanficread.php?fid=6454&cid=1
Kagome and Sesshomaru have been captured and taken prisoners off war...will love prevail or will death and destruction rule all?
R - Action/Adventure
Prisoners by WildcatYST
sesskag.dokuga.com/fanficread.php?fid=4942&cid=1
Update: Chapters 2-9 Now Up! Kagome is captured by an enemy and imprisoned in his castle. But she is not alone. She discovers a weak and angry Sesshoumaru. Will they be able to put their differences aside to escape? Or will the man behind their capture get what he really wants? {Nominated for Best Characterization, Sesshoumaru for the IYFG}
Hopefully one of these will spark some sort of memory....but like I said, I havent read any of them