Disclaimer: This based upon JRR Tolkien's Middle-earth, as seen in The Lord of the Rings, The Silmarillion, and Unfinished Tales.
1) In Captivity
Sauron sat quietly in the metal cage on wheels, feeling thoroughly bored. He couldn't really complain about how the Valar were treating him or the others - after all, he had treated prisoners far worse. The chain was on the other foot now, so to speak. But he was still bored. There was nothing to read, and the cringing werewolf in the other half of the cage wasn't much of a conversationalist.
He heard footsteps squelching through the mud outside and looked up and out the barred door. Heading in his direction was one of the maia guards along with a blond elf of Valinor wearing a circlet. The latter seemed vaguely familiar, but Sauron couldn't place him. The elf stopped in front of the cage and looked at Sauron in silence for a few moments with an unfriendly expression on his face. "Why did you kill my son?" the elf asked.
2) From the Mountain's Peak
Sauron stood looking down upon his domain from the top of the Meneltarma. Numenor made a good base for ruling the world. Now that Pharazon had died childless and the elvish realms were destroyed, there was no one to stop him. Persuading the Numenoreans that there was a secret of eternal youth the Eldar knew and were keeping to themselves had been easy. Once that had been done, the elves were lost. It hadn't taken long to overwhelm Lindon with the might of Numenor behind him. He had taken a great deal of personal satisfaction in sacrificing Gil-galad, even if the elven king had remained unbroken to the end. There was no one to stop him now, no one at all.
Annatar came down the stairs plotting how he was going to convince Celebrimbor to force Galadriel to leave Ost-in-edhil. He stepped out into the main hall, and into a ring of elves with drawn weapons. He spun around, recognizing Celebrimbor, Celeborn, Galadriel, Elrond. There was also an unknown elf with a circlet who must be Gil-galad. "Greetings Sauron, you are under arrest," the elf announced, confirming his guess.
4) Simple Justice?
As Mairon bound Melkor's hands with Angainor, the fallen Vala leaned towards him. "You could have been great, if you had followed me. What is there for you back in Valinor? Running around at Aule's beck and call, mend this, fix that, I want 20 of those by tomorrow please..." Mairon didn't answer, concentrating on fully closing the physical and magnetic bonds around Melkor's wrists. Embolded by the lack of response, Melkor continued: "leave the chains open a little, and I'll see to it that you're well rewarded."
Mairon finished the tricky job of getting the chains closed, and stood up, looking down at the fallen Vala he had almost come to serve. "How? You are in chains, I'm not. I doubt that's going to change any time soon." He turned and spoke to Eonwe. "There! Provided Lord Manwe doesn't let this one go again, he's thoroughly trapped." He spied the crown and Silmarils in Eonwe's hands. "Shall I get those out?"
"Yes, please. They don't belong in this monstrosity."
"My thought exactly." Something occured to Mairon, and he grinned. "Shall I make this crown into a collar for his neck?"
Eonwe's expression became pained. "There's no need to be vindictive, Mairon."
"Have you taken a look in the slave pens yet?" Mairon asked. "It's not vindictiveness, it's simple justice."
Eonwe looked thoughtful. "Do it," he said, handing the crown to Mairon.
Mairon turned the crown over and over in his hands, considering how best to remove the Silmarils and reshape the crown. In the back of his mind, he chafed a little at Eonwe's reaction. Giving Melkor a collar was 'too cruel' but leaving Eru's children to Melkor's tender mercies for five hundred years wasn't? Perhaps he should ask for permission to stay on in Middle-earth after the host of the west had left and help the elves, dwarves and men here to clean up the damage Melkor had done. Somehow he doubted anyone else would bother.
Sauron looked downed at his crumpled fana and cursed. Or as close to cursed as was possible without a fana, at any rate. Huan needed to learn to bite less hard if he wanted to take prisoners.
I'm sure there are many more strange things one could do to Sauron/Mairon/Annatar/Zigur. That's the problem with giving a very long time... many thanks to Pandemonium_213 and Moreth for providing inspiration for this fic.