[s5e5] Cradle To Grave -

The victims are kept in a basement, well-fed and cared for only until they give birth. Immediately after delivery, the mother is murdered.

The "interesting story" you're referring to is likely the episode " Cradle to Grave " (Season 5, Episode 5), which is widely considered one of the series' most disturbing and memorable "unsub" (unknown subject) cases. [S5E5] Cradle to Grave

In a tense climax, JJ and Prentiss lead the charge into the Reinman home to rescue the surviving women and babies. The victims are kept in a basement, well-fed

Subplot-wise, this episode features Chief Hotchner being unusually hard on Derek Morgan, a move later revealed to be a test to see if Morgan is ready to lead the team. [S5E5] Cradle to Grave