I am not aware of anyone like Kapica or Kolmogorov producing their best results in a penal camp.
OTOH we have a notorious railway tunnel in Prague from the 1950s, designed by imprisoned engineers. Guess what, it is half a foot too narrow to put two tracks into. Someone got the last laugh.
Another fun anecdote related to Theremin:
> Theremin invented another listening device called The Thing, hidden in a replica of the Great Seal of the United States carved in wood. In 1945, Soviet school children presented the concealed bug to the U.S. Ambassador as a "gesture of friendship" to the USSR's World War II ally. It hung in the ambassador’s residential office in Moscow and intercepted confidential conversations there during the first seven years of the Cold War, until it was accidentally discovered in 1952.
Interesting life in general: https://en.wikipedia.org/wiki/Leon_Theremin