Recall that the higher the escape velocity of an object is, the more difficult it is to leave the surface of the object. That is why, less fuel was required to escape for Neil Armstrong and Buzz Aldrin to escape the Moon than to escape the Earth. (Also, the fact that the Moon doesn't have an atmosphere helped.)

Imagine you are an evil scientist. You want to build something that has such a high escape velocity that nothing can escape it. What would you do?