The women -- Amanda Berry, 27, Gina DeJesus, 23, and Michelle Knight, 32 -- were freed on Monday night and examined at a local hospital before being released to their families.
The FBI was due to interview them soon.
The three Ohio women were abducted separately in 2002, 2003 and 2004 and were last seen on the same block, but were found together in the home of 52-year-old Ariel Castro.
Police have since arrested Castro and his two brothers, Pedro Castro, 54 and Onil Castro, 50. They have not been charged.
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The rescue occurred when Berry alerted a neighbour who broke down the door to free her and her six-year-old daughter.
Police confirmed that Berry has a six-year-old daughter, apparently born while she was in captivity.
The neighbour, Charles Ramsay, later said he had socialised with the house-owner but had never suspected anything.
That day Ramsay had earlier spoken to the suspect after the mailman delivered Castro's post to Ramsay by mistake.
Ramsay and Castro swapped mail, and then both went out. Ramsay returned and heard a scream. He and another neighbour ran to Castro's house and kicked down the door.
Berry and Ramsay then phoned 911 and police rescued two more women, Gina DeJesus and Michelle Knight, from the home.
Ramsay has since been hailed as a hero.
Sources have told US media that the girls fell pregnant as many as five times between them, and a local reporter told ABC this morning that cadaver dogs were searching the backyard for possible remains of aborted babies.
"There is one report that he beat the women, the women were pregnant [and] he beat them so bad they had miscarriages and they are now buried in the backyard,” Colleen O'Neill said.
These reports have not been officially confirmed.
There are new -- also unconfirmed -- reports today that neighbours called police on at least three occasions after witnessing suspicious behaviour, including seeing three naked women being led around the backyard on all fours by three men.
However CNN reports Cleveland Police have no record of such a call, only that police visited the home twice -- once after Castro called them about a nearby fight, and another time to investigate an incident in which a child was left on a school bus Castro was driving.
It's also been revealed the suspects and the families of the captives crossed paths more than once during the search for the girls.
The daughter of Ariel Castro, Arlene, appeared on US TV show 'America's Most Wanted' in 2005, saying she was the last person to see Gina DeJesus alive.
Arlene's brother, Ariel 'Anthony' Castro, reported on the disappearances at the time, even interviewing the mother of DeJesus.
He told Cleveland's Plain Dealer: "that I wrote about this nearly 10 years ago -- to find out that it is now so close to my family -- it's unspeakable.”
"I can express nothing but shame for our family that it involved any one of us," he told The Plain Dealer.
"It's just a nightmare. I just feel unspeakably horrible for this."
Last year when police dug up an empty lot, following a false lead in the search for Amanda Berry, Pedro Castro was at the scene and interviewed as an onlooker by Fox News, saying "that's a waste of money."
In an unconnected incident, another daughter of Castro's, Emily Castro was jailed for 25 years in 2008 for attempted murder and battery of her 11-month–old child, reports the Daily Mail and Journal Gazette.
Relatives of the missing women were shocked and overjoyed at their freedom.
"She's like my best friend. I'm glad she's home," Ricardo DeJesus, brother of Gina DeJesus, told CNN, vowing to never let his sister out of his sight again.
Neighbours of Castro are distraught that this occurred on their street without their knowledge.
Rescuer Charles Ramsay said he had never seen Berry before, but that two little girls had been out on the street. “The neighbourhood knows them as [Castro's] grandchildren,” he told Anderson Cooper.
Ramsay told CNN he hasn't slept well since the events, realising he'd lived next door to the captive women for a year.
"Up until yesterday the only thing that kept me from losing sleep was the lack of money.”
"I could have done this last year, not this hero stuff," said Ramsey.
"Just do the right thing."
Questions have now been raised about the case of missing teen Ashley Summers. The then-14-year-old disappeared in 2007 from the same neighbourhood as Berry, DeJesus and Knight.
Berry was last seen on April 21, 2003, when she left work at a Burger King just a few blocks from her home.
DeJesus was 14 when she vanished while walking home from school on April 2, 2004.
Knight, who was 20 at the time of her disappearance, was last seen at a cousin's house on August 23, 2002, according to the Cleveland Plain Dealer.
For the three former captives and their families, police say “prayers have finally been answered”.
"The nightmare is over. These three young ladies have provided us with the ultimate definition of survival and perseverance. The healing can now begin," FBI special agent Steve Anthony told reporters.
(Amanda Berry (right) and her sister - AAP)
