The Collaborative International Dictionary of English v.0.48:

Lockup \Lock"up`\,
   1. n. A place where persons under arrest are temporarily
      locked up; a watchhouse; a jail.
      [1913 Webster]

   2. The act or state of temporary imprisonment in a lockup[1].
      [PJC]

   3. A malfunction in a machine having moving parts, such that
      the moving part cannot move; a seizure.
      [PJC]

WordNet (r) 3.0 (2006):

lockup
    n 1: jail in a local police station
    2: the act of locking something up to protect it [syn:
       locking, lockup]

Moby Thesaurus II by Grady Ward, 1.0:

61 Moby Thesaurus words for "lockup":
   POW camp, bastille, black hole, borstal, borstal institution,
   bridewell, brig, caging, calaboose, can, cell, check, clink,
   concentration camp, condemned cell, confinement, constraint,
   cooler, coop, death cell, death house, death row, detention camp,
   federal prison, forced-labor camp, gaol, guardhouse, hoosegow,
   house of correction, house of detention, impoundment,
   industrial school, internment camp, jail, jailhouse, jug, keep,
   labor camp, maximum-security prison, minimum-security prison,
   oubliette, pen, penal colony, penal institution, penal settlement,
   penitentiary, penning, pokey, prison, prison camp, prisonhouse,
   reform school, reformatory, restraint, restriction, sponging house,
   state prison, stockade, the hole, tollbooth, training school