This is how The Overlord captures Celestia, Luna, and Cadance goes in My Little Pony Transformers Prime: Twilight's Kingdom.
[The Overlord arrives in Canterlot to steal Alicorn Magic and encounters Shining Armor and the royal guards]
The Overlord: Shining Armor, why, whatever are you doing here? [drains the guards of their magic]
Shining Armor: To stop you!
The Overlord: Whatever. Give it your best shot.
[Shining Armor fires a beam of magic at the Overlord, which he catches and swallows it, becoming stronger. The Overlord then grabs Shining Armor and uses his arms to drain his magic. The Overlord then drops him]
Shining Armor: [weakly] How... could you... do this...?
The Overlord: It is what I was born to do. [leaves to steal the Alicorn magic]
[Princess Celestia, Princess Luna, and Princess Cadance lay on the throne when they hear the Overlord coming and look at each other. The Overlord rips the doors off their hinges and approaches the princesses, unaware they transferred their magic to Twilight. The Overlord levitates Celestia to him and gets ready to suck her magic out. But nothing happens]
The Overlord: What have you done?
[Celestia just blinks. The Overlord then tries to suck out Luna's magic, no result. The Overlord then tries to suck out Cadance's magic, same result. The Overlord gets in a rage]
The Overlord: Where is your magic?!
Princess Celestia: We gave it to someone else.
Princess Luna: Someone from another planet.
Princess Cadance: Someone you wouldn't know about.
The Overlord: Getting rid of your magic so that I cannot take it from you? That was your plan?
[Princess Celestia, Princess Luna, and Princess Cadance nod]
The Overlord: How does it feel, knowing that soon, every Pegasus, Unicorn, and Earth Pony will bow to my will, and that there is nothing you can do to stop it?
Princess Celestia: You will not prevail, Overlord.
The Overlord: Give my regards to the master of light, my dear Celestia.
[The Overlord creates cages and imprisons Celestia, Luna, and Cadance in them]
The Overlord: With you three as my prisoners, I can now--[sees a glass window of Twilight] Is this meant to be humorous?!
Princess Celestia: No.
Princess Luna: That is Princess Twilight Sparkle.
Princess Cadance: The fourth alicorn princess and wielder of the Element of Magic.
The Overlord: There's a fourth?
Princess Celestia: Yeah.
Princess Luna: She has done many great things.
Princess Cadance: And she will do so again.
The Overlord: Then where can I find this fourth princess? Where is her castle?
Princess Celestia: We'll never tell you.
Princess Luna: And you will never find her.
Princess Cadance: She will remain hidden.
The Overlord: Not for much longer. [laughs evilly]
[The Overlord uses his magic to destroy the stained-glass window with Twilight Sparkle's picture on it and goes off to find her]