It wasn't entirely true that they were free to leave at any time either. If someone wanted to leave they first had to talk with Zimbardo. In at least one case, a prisioner talked with Zimbardo then decided to continue the experiment despite the appearent psychological stress they were under. They went back feeling very confused and actually began a rumor that no one could leave because Zimbardo had asked him if he thought he would be able to continue rather than giving up on the experiment.