A short story inspired by this pic:
 
Marble Pie and Vapor Trail both woke up slowly, climbing through the fog of deep sleep. The first thing that they realized was that they were definitely not laying in beds, but sitting on a cold, hard, wooden floor, leaning against a wooden wall.
 
Consciousness brought back memories for them both; Marble recalled working late in the granite fields late last night when she was suddenly seized from behind and had a damp, strong-smelling cloth clamped over her face. Vapor remembered that she had been returning home on her day off from the Wonderbolts when her path was intercepted by a rogue cloud that seemed to suddenly leap into her way. Blinded by the cloud, she had tried to regain her bearings when unseen hooves grabbed her.
 
Now, both of them woke up from their forced naps and, with increasing panic, began to examine their current situations. They were in a dark, small, windowless room that appeared to be an empty basement; the only feature was a closed door at the end of the room, through which only the slimmest shafts of light slipped through. Several coils of strong rope were wound tightly around their limbs, securing their hind legs together and tightly binding their forelegs and Vapor’s wings to their sides. Their struggles quickly proved futile; their screams for help were muffled by the plastic balls that had been strapped into their mouths. Both of them saw the same fear displayed in each other’s eyes.
 
After a long while, the door opened and a figure appeared, cloaked in shadow. Even in the darkness, the stranger’s smile was evident. Both mares went as still as they could, shivering from both terror and cold. Frightened tears stung at their eyes.
 
Neither of them knew where they were, who had taken them or why, or if anypony was looking for them. All they knew was that they wanted to go home.