The Pandorica was a prison box, hidden under Stonehenge. It was constructed to ensure the safety of the Alliance and to hold the most feared organism in the history of the Universe, which turned out to be the Doctor. It was mentioned by Prisoner Zero to the Doctor, who told him that it would open and that silence would fall. (DW: The Eleventh Hour) River Song also mentioned the Pandorica to the Doctor, telling him she would next see him there and that she remembered it well. The Doctor believed at that time that the Pandorica was a fairytale. (DW: Flesh and Stone)
The Pandorica turned out to be a prison, built by the Alliance for the Doctor to stop him from destroying all the universes. Their conclusions held that the Doctor would be responsible for the destruction of existence itself and thus used the lure of the Pandorica in order to entrap him. There were many layers of security in the Pandorica including deadlocks, time stops and matter lines. (DW: The Pandorica Opens)
Appearence
Exterior
The Pandorica looked much like an image of Pandora's Box found in the bedroom of Amy Pond. Since they used her memories to lure the Doctor there, the Alliance possibly designed it to look like this.
Interior
The interior was a small room with a chair in it, intending to be a prison. When someone was placed on the chair, the exterior would close, sealing them in, and many forms of security would stop the prisoner escaping.
Known Prisoners
The Doctor was put in the chair by the Alliance to stop him from destroying every universe. (DW: The Pandorica Opens)