Luke 4

Being in Nazareth, the Savior went in to the synagogue and stood and read from the words of Isaiah -

"The Spirit of the Lord is upon me, because he hath anointed me to preach the gospel to the poor; he hath sent me to heal the brokenhearted, to preach deliverance to the captives, and recovering of sight to the blind, to set at liberty them that are bruised,
19 To preach the acceptable year of the Lord." (New Testament | Luke 4:18 - 19)

I'm sure those in the synagogue were more than familiar than this great prophecy concerning the coming of the Messiah. What must have been a great shock to them though, was after sitting with all attention on Him waiting for some comment, the Savior then pronounced -

"...This day is this scripture fulfilled in your ears." (New Testament | Luke 4:21)

It was here that the Savior declared to His own neighbors - I am the Messiah. I've wondered what I would have done or said had I been present. But in all these words, the Savior understood more what was meant by "to preach deliverance to the captives" or those that passed on that were in prison or hell waiting for deliverance. A more complete understanding of this verse is made clear in the 76th and 138th sections fo the Doctrine and Covenants. Of this statement, Elder Bruce R. McConkie wrote -

"Isaiah says, "to proclaim liberty to the captives, and the opening of the prison to them that are bound." (Isa. 61:1.) Reference is here made, not to the freeing of mortal men from any imprisonment, but to the ministry of freedom and pardon which was prepared for the departed dead. Jesus' mission was not alone to those then living; he was also to carry the gospel, the glad tidings of salvation, to the spirits in prison. Those who had been "gathered together, as prisoners are gathered in the pit," those who had been "shut up in the prison," were, "after many days," to be visited by him who held the key for their release. (Isa. 24:22.)

While his crucified body lay in the tomb, Jesus "went and preached unto the spirits in prison" (1 Pet. 3:18-20; 4:6), announcing in their hearing that through baptism for the dead and other vicarious ordinances he had provided the means "which would enable us to redeem them out of their prison; for the prisoners shall go free." (D. C. 128:19-25.) (DNTC 1:161.)