Gaol
This is just an Old English spelling of “jail.” It’s literally pronounced the exact same way.
It’s a little confusing because it sort of looks like “gallow” and it’s often used in the same context (“go to the gaol” works with both “gallow” and “jail”).
Postscript
From an H.P. Lovecraft short story:
No trials or even definite charges, where reported; nor were any of the captives seen thereafter in the regular gaols of the nation.