The dungeons were the second structure built on Asgard after the Hall of Science, its construction ordered by King Buri. Millenniums later, 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.
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 the 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.
During the Time Heist, Thor and Rocket Raccoon traveled back to Asgard in 2013 to extract the Aether from Jane Foster's body shortly prior to the Sacking of Asgard. As Thor secretly passed through the dungeons on his way to the halls of the Royal Palace of Valaskjalf, he shortly glanced at Loki throwing objects on the wall.