Lucifer's Cage

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Without me, you got zero shot at killing Lucifer. Sorry. But... you can trap him. The cage you sprung Lucifer from, it's still down there, and maybe, just maybe, you can shove his ass back in. Not that it'll be easy. You got to get the cage open, trick my bro back into it, and oh yeah, avoid Michael and the God Squad. But hey - details, right? And here's the big secret, Lucifer himself doesn't even know. But the key to the cage, it's out there. Actually it's keys, plural, four keys. Well, four rings from the Horsemen. You get 'em all, you got the cage.

Gabriel, 5.19 Hammer Of The Gods

Sam as Lucifer and Michael inside Adam fall into the Cage

Castiel described the Seals as locks on a door that held Lucifer prisoner. On God's command the great archangel named Michael bound his younger brother, Lucifer, with 600 seals. According to Anna only 66 had to be broken for him to be freed from his confinement.

In 1972, Azazel possessed a priest at St. Mary's Convent, and killed eight nuns in the chapel. This enabled him to speak to the imprisoned Lucifer. Lucifer tells Azazel that Lilith is needed to break The 66 Seals that hold him captive in the Cage and that he needs to find a very special child.4.22 Lucifer Rising

This leads to the plan be Azazel to recruit select children, including Sam and the events that subsequently lead to the breaking of The 66 Seals. See Mythological Arc Timeline for details.

The first Seal to the cage is broken by Dean while in Hell:

And it is written that the first seal shall be broken when a righteous man sheds blood in Hell. As he breaks, so shall it break.

Alastair, 4.16 On The Head Of A Pin

Dean: Why break the seal anyway?

Castiel: You think of the seals as locks on a door.
Dean: Okay, last one opens, and?

Castiel: Lucifer walks free.

Dean, Castiel, 4.02 Are You There, God? It's Me, Dean Winchester

In 2009, Sam unknowingly releases Lucifer from his cage by killing Lilith. Lilith is revealed to have been the last of the 66 Seals:

And it is written that the first demon shall be the last seal.

Ruby, 4.22 Lucifer Rising

Lucifer ascending from his Cage (Hell).

Lilith’s blood forms a spiral circle in the middle of the chapel at St. Mary's Convent and the gates of Lucifer’s prison open. 4.22 Lucifer Rising The doors to the chapel close and Sam and Dean are unable to escape. However before Lucifer appears, Sam and Dean find themselves transported to an airplane flying over the area. Joshua reveals to Dean and Sam that it was in fact God who saved them from Lucifer.5.16 Dark Side Of The Moon

Following Lucifer's release, Sam is revealed to be Lucifer's Vessel, and Dean Michael's. Possession is likely to lead to a conflict that will devastate the Earth.

Sam and Dean try to kill Lucifer with the Colt but fail, and are desperate for a solution. 5.10 Abandon All Hope In a hidden message recorded on a Casa Erotica DVD, Gabriel reveals posthumously how Sam and Dean can trap Lucifer back in his cage. The keys to the cage are the rings worn by the Four Horsemen of the Apocalypse.5.19 Hammer Of The Gods

Crowley reveals he is aware of Sam and Dean's plan to get the Horsemen's Rings to trap Lucifer back in his cage thanks to his Magical Coin. He also tells them he wants to help them do it. 5.20 The Devil You Know

Sam and Dean get the final two rings after Castiel cuts off Pestilence's finger using Ruby's knife and Death gives his ring to Dean in exchange for his promise to do whatever it took to free him from Lucifer's control, ensuring that Sam would jump into the cage as soon as he consented to possession by Lucifer. Death also instructs Dean on how the rings work to open the cage, although the explanation is not shown in this episode. Dean is later shown working with all four rings on a table. They join together to form a triangular shape with War's ring in the center and the other three rings surrounding it. When Bobby asks him about Death teaching him how the rings work, Dean responds "Yeah, it's nuts."5.21 Two Minutes To Midnight