Stormcage Containment Facility

Stormcage Containment Facility was a prison in the 51st and 52nd century. River Song was a prisoner there and a frequent escapee, but always returned as her part of the charade to make the Silence think she actually killed the Doctor at Lake Silencio.

History
At an unknown point in time, River was apprehended and imprisoned there for killing the Doctor at Lake Silencio in Utah, the United States, 2011.

In the 51st century, River was released in the custody of Father Octavian, who wanted her assistance in a mission involving Weeping Angels. She could provide the equivalent of an army in the Doctor. When their mission was over, River was presumably returned to Stormcage, though she hoped she had done enough to earn a pardon. (DW: The Time of Angels / Flesh and Stone)

This happens later in her personal timeline than the 52nd century events listed below.

In 5145, River escaped from Stormcage to warn the Doctor about the Pandorica opening and the TARDIS exploding after receiving a call from Winston Churchill which the TARDIS had redirected to her. (DW: The Pandorica Opens) She later returned of her own free will after leaving the Doctor confused about her marital status following his remembrance back into the universe, but in an earlier century. (DW: The Big Bang)

Later in the 52nd century, River received a letter from the Doctor, asking her to meet him in America 2011. She escaped from Stormcage with ease. (DW: The Impossible Astronaut) After they defeated the Silence's occupation of Earth, the Doctor returned River to Stormcage. (DW: Day of the Moon)

At an uncertain time, River had been temporarily taken from Stormcage to spend her birthday with the Doctor on an ice-skating trip and watch a performance by Stevie Wonder, who was unknowingly taken to 1815 to perform. After being returned to Stormcage, River set off an alarm, which was quickly turned off when she informed them it was she, returning to her cell. Rory, having been sent by an earlier Doctor to assist in the battle of Demon's Run, was waiting for her. Knowing what would happen there, River declined, explaining that she could only be there for him at the end. (DW: A Good Man Goes to War)

Behind the scenes

 * According to an interview with Alex Kingston, she thinks Stormcage is some kind of a prison planet and it is particularly unpleasant to stay there. Through the window of River's cell, heavy rain can be seen.
 * According to the commentary track of DW: A Good Man Goes to War, the lower level of the Millennium Stadium in Cardiff is used for shooting the section of Stormcage in which River is held.