Urban animals can benefit from living in cities, but this also makes them vulnerable as they increasingly depend on the advantages of urban life. This article has two aims. First, I provide a detailed analysis of the concept of captivity and explain why it matters to nonhuman animals—because and insofar as many of them have a (non-substitutable) interest in freedom. Second, I defend a surprising implication of the account—pushing the boundaries of the concept while the boundaries of cities and human activities expand. I argue for the existence of the neglected problem of pervasive captivity, of which urban wildlife is an illustration. Many urban animals are confined, controlled and dependent, therefore often captive of expanding urban areas. While I argue that captivity per se is value-neutral, I draw the ethical and policy implications of harmful pervasive captivity.