Pena Duro Prison was a Cuban prison that once housed the supervillain Bane.
Built to contain the country's most dangerous convicts, it was also the testing ground for "Project Gilgamesh", a government project to create super-soldiers with a new "super-steroid", Venom. One of their test subjects was Bane, who grew so strong that he broke out.
The exact circumstances of Bane's breakout are not explained, but Batman later stated that Bane was the only man who possessed the formula for Venom, indicating that Bane may have stolen it when he left.
In the comics, Pena Duro is located on the fictional Caribbean island nation of Santa Prisca, known for its natural beauty and for its brutally oppressive government. Bane was actually born inside the prison, as the Santa Prisca government believed in "corruption of blood", holding children and spouses responsible for the sins of their kin. Bane's father had been sentenced to a long prison term but died before the full sentence was served, and Bane's mother (who had committed no crime) was incarcerated to serve out the remainder. She was pregnant when imprisoned, and Bane was born shortly afterwards.