Board Thread:Questions and Answers/@comment-7657843-20150502170604/@comment-25289146-20150502204510

Yes. The stones are encased in different containment fields. The Aether was in a giant square column in some unknown part of the universe (at least I don't know what it was called). The Orb was pretty much unscrewed in GOTG to release the Power Stone. The top of the Sceptre contained the Mind Stone and Ultron used a laser to break the blue-ish sphere around it. The Tesseract was never unlocked, but it still has enormous power just like the rest.

Interestingly, I also think that Odin or his father Bor had possession of these stones and perhaps helped create the containment fields. Bor took the Aether from Malekith and would have been kept in Asgard if not for the Tesseract already being there. Odin had the Tesseract once upon a time in the Vault along with the Gauntlet, but tried hiding it in Northern Europe hundreds of years ago. The Sceptre had some link to Asgard because Thor had vision of it causing what appeared to be Ragnarok.