At least two of the women held captive in an Ohio house for about a decade were raped by their captors, a source close to the case has told the BBC.
One woman was forced to help Amanda Berry give birth and was threatened with death if the baby died, the source said as two of the women returned home.
Cleveland’s police chief has said the women were bound with ropes and chains.
Former school bus driver Ariel Castro, 52, has been arrested along with his two brothers, Pedro, 54, and Onil, 50.
Ariel Castro owns the home where the three women were found.
The source told the BBC one of the women became pregnant many times and had multiple miscarriages.
Another woman became pregnant and was so badly beaten she lost the baby, the source added.
The source also said the woman who helped Ms Berry deliver her daughter, Jocelyn, now six, was threatened with death if the child did not survive.
Meanwhile, hundreds of people gathered around the DeJesus family home, cheering as 23-year-old Gina DeJesus arrived.
Ms DeJesus, wearing a bright yellow hooded shirt, was escorted into her home by a woman with her arm around her.
In a news conference outside the house, members of her family appealed to neighbours to help find a fourth missing girl, Ashley Summers, who has not been seen since 2007 when she was 14 years old.
“There are not enough words to say or express the joy that we feel for the return of our family member Gina, and now Amanda Berry, her daughter and Michelle Knight who is our family also,” said Sandra Ruiz, Ms DeJesus’ aunt.
She praised the FBI and Cleveland police for their long-time support, and asked neighbours not to retaliate against the suspects’ family.
Felix DeJesus, Ms DeJesus’ father, said people needed to watch out for children in their neighbourhood, exhorting the community to “fix” the problem.
Ms Berry, 27, arrived at her sister’s home shortly before midday on Wednesday, along with her daughter Jocelyn, apparently conceived and born in captivity.
911 call: “Help me I’m Amanda Berry… I’ve been missing for 10 years”
Police Chief Michael McGrath said Ms Berry, Ms DeJesus and the third victim, Michelle Knight, 32, were in good condition “considering the circumstances”, in an interview with US broadcaster NBC.
Chief McGrath added that while in captivity, the women were sometimes allowed outside in the garden.
Meanwhile, Cleveland public safety director Martin Flask said that no human remains had been found at the home, after “a thorough search”. Police have said they are also investigating other properties.
‘House always locked’
Ariel Castro is accused of kidnapping and sexually abusing the three women; his brothers are accused of complicity in the same offences, according to arrest documents.
The police chief said investigators were interviewing the Castro brothers, and they were talking.
Charges against the three suspects may be announced later.
Cleveland kids react to missing girls’ escape from house
Chief McGrath disputed claims by neighbours that police did not fully investigate reports of suspicious activity at 2207 Seymour Avenue, which is in a working-class, mostly Puerto Rican district.
Ms Berry escaped on Monday with the help of a neighbour who heard her screaming and kicking a door while her alleged captor was out of the house.
When police arrived they also found Ms DeJesus and Ms Knight in the house. Ms DeJesus had gone missing aged 14 in 2004, while Ms Knight had disappeared in 2002, aged 20.
Ariel Castro reportedly fled the neighbourhood and was arrested at a nearby McDonald’s restaurant, according to local media.
His son, Anthony Castro, told London’s Daily Mail newspaper that his father would not let him inside on his last visit to Seymour Avenue.
“The house was always locked,” he said. “There were places we could never go. There were locks on the basement. Locks on the attic. Locks on the garage.”
It is unclear when the other Castro brothers were detained.
In other developments:
- There is an online backlash against self-proclaimed psychic Sylvia Browne, who in 2004 told Ms Berry’s mother, Louwana Miller, on TV her daughter was dead and her last words were “goodbye, mom, I love you”. Ms Miller died in 2006 of heart failure, aged 43
- The aunt of 14-year-old Ashley Summers, who disappeared in 2007 near the Castro home, said the FBI had been in touch with the family. “We’re hoping for our miracle too,” said Debra Summers
- McDonald’s says it wants to speak directly to Charles Ramsey, the neighbour who rescued Ms Berry. In a colourful interview that quickly went viral, he told how he was eating a snack from the restaurant as the scene unfolded