She was powerful, and she knew it. Where once there was Princess Luna, fellow ruler of Equestria to Celestia, now there was Nightmare Moon. And she would not be content to share a nation, nor would she allow herself to stand in the shadow of another, even if that other be her own flesh and blood. No, she would rise high, she would fight, she would succeed. At least, that had been her hope. The battle with the mare of the sun had been fierce, but in the end, the would-be Queen of Equestria was undone. Not by any strength of Celestia's of course, for she knew she had not that kind of power. Instead, it was the most powerful weapon of ponykind that had thwarted her. The Elements of Harmony. Taken by her and her sister long ago from the Tree of Harmony, now their power had been tuned against her. And what power it was, as she was sent far and fast, hurtling through the skies with a force she had never experienced. Disorientation took her, and she could feel the constricting power of the Elements against whatever efforts she'd mustered to free herself. "I...have failed."
With her sight unable to see anything beyond the incalculable power of the Elements, there was no telling where she was going, only that she was going there fast. Her mind raced, wondering where her destination would be, and more importantly, how she might return. But her train of thought was violently interrupted when, after what seemed like an eternity, she felt it. A collision. But it was not against any stone or building, but against something far larger. For a fleeting moment, she recognised this thing she had been struck against, but her mind cast it aside, disbelieving that it could be true. Instead, she focused on the darkness that now surrounded her. Where once there was the brilliant light of magic, now there was nothing. An empty void where even the tiniest of lights could not be seen. She did not know this place, whatever it was, and though her body was wracked with aches from the ordeal, she still had strength enough to spread out her wings. "Very well, sister. Let us see where you intend for us."
Alas, despite her great skill at flight, she found herself incapable of moving. Though it undoubtedly felt like she was flying, there was also the sensation that she was still struck in that one spot. It seemed like madness, but there it was all the same, and it infuriated her. So much so that, after panting for a few moments, her horn ignited. With a great scream she blasted forward, then to her left, then to her right, and in every conceivable direction she could think of. Off her spells went, into the void that she'd found herself in. On and on her spells shot away from her, and the alicorn's eyes narrowed as she attempted to see where they would stop. But they did not stop, instead just passing so far away that, eventually, even she could not see them. Her fury grew, and after sending out a barrage of further spells, there came a time when her rage cooled. After all, she told herself, there was no point in exhausting herself, not when there were more constructive ways to pass the time. "If you think this cell of darkness will be enough to intimidate me into falling in line, you are most mistaken, Celestia."
Her mind focused, at least as well as it could do, on what it was that led to her downfall. The Elements. She remembered well how it was not too long ago when she herself wielded their great power in the service of Equestria. Even now, she remembered the satisfaction she felt when that troublesome Draconequus was forever encased in stone. But that smile faded when she again realised that those same weapons had similarly imprisoned her, though whether this was also some stone encasement had yet to be determined. All she knew for certain was that, however she managed to get back to Equestria to challenge Celestia a second time, those Elements would likely be her biggest obstacle. She had to think of a way to take them out of the equation, or at the very least ensure that Celestia could not access them as she had done in their fight. Scenario after scenario played out in her mind, as did a myriad of other plans, all geared towards her inevitable victory. But, as with so much else in these quiet moments, there was that one lingering issue. The one doubt that kept tormenting her. "Where...am I?"
Then, as if the universe itself had heard her, something caught her notice in the corner of her eye, causing her to instantly turn in it's direction. There was something out there. Something whose appearance was obscured to her somehow. Like before, she squinted her eyes in the hopes that she could get a better look at it. But the image remained unfocused. It was, appropriately enough, like waiting for your eyes to adjust after being put someplace dark. A dry chuckle escaped her at that thought, but she kept her gaze forward, counting the moments as this unknown thing continued to come into focus. It seemed to take forever, but eventually that desired focus came for her. But when it did, the feeling she got was not triumph or understanding, but shock. And she was not so proud as to deny that there was even a feeling of dread mixed in with that. Nightmare Moon had expected many things to be out there, but this was definitely not one of them. She shook her head, denying that her eyes were seeing true. Yet after a while, she found that she could deny it no longer. "That's...my world?!"
Her eyes had not deceived her. There, right before her, was the world she was born to. The world she had sought to rule. A bright blue orb amidst a sea of stars. Realisation dawned for her, and she turned in all directions. As with the planet below, it took time for her to truly make out what was there, but eventually even that became clear to her. It was a surface, but seen from the inside. Pale, yet strong, Nightmare Moon knew what it was. She knew it as well as any family, any she would call kin. "...The moon." The white sphere that she had long had dominion over, this was where the Elements had sent her. This was where she had been imprisoned. Rage boiled within her at the thought of this act. This impudence and arrogance, that she, Queen of the Night, could simply be swept aside like some riffraff? And within that which she herself was charged with raising every night? No, this would not be tolerated. This would not stand, least of all with Celestia of all ponies having done it. "Oh, sister...you go too far."
With all her might, she again started a barrage of powerful magical spells, focusing them on the barrier in front of her. From within the moon, she would burst forth, her magic unrivalled by any other in the world. This scenario of triumph played out in her mind and it caused her no end of anticipation. But that feeling left her quickly when cold, hard reality set in. Her magic struck the interior of the moon, that much was certain, but whatever effect she might have assumed she was going to have was, unfortunately, not to be. Her spells had about as much effect on her prison as a feather falling upon a stone, and after exerting her power almost to the point of exhaustion, she finally stopped. Panting heavily, she looked upon her failed endeavor, an angry glare coming to her. What had those Elements done? The moon was hers to command, yet here it was, holding her back, resisting her power. It was unnatural, unfathomable, but also, sadly, the reality she now found herself in. Fury and disappointment and frustration wrestled within her heart, causing a great deal of grinding teeth on her part, and after a long while, all she could get out was a whisper. "I...cannot leave."
Those words practically echoed around her, which certainly didn't help matters for her, and slowly, she started to again glance around. This prison, though vast, felt more restrictive than any situation she had ever been in before. Even the feeling of isolation she had known back in Equestria paled in comparison to this restraint. Nopony was here for her to rule, or command, or even to talk to. Was this to be her fate? Was this to be how she would spend all of eternity? Looking down upon the world, upon her people, never being able to do anything but watch? A dry chuckle escaped her as she dwelt on that. Perhaps the Elements were acting out some sick sense of humor. To take the very things she had tried to hard to fight against, and then gave her a prison that served as an exaggeration of those very things. For here, within the moon, she truly would be ignored. Forgotten. Unloved. However bad things were for her down below, now they were far worse, and as that fact sank in for her, her mind conjured the last face she had seen, that of the sister who had vanquished her. "Well played, Celestia...you have won."
And in the silence and the dark of the place that now served as her home, Celestia became more and more prevalent in her thoughts. Memories of her past began to play out, as though she were witnessing them with her very eyes here and now. Memories of the many things they had done together. Coming to the throne, their tutelage under Starswirl, their triumph over Discord. That last one especially brought a genuine smile to the dark alicorn, for she remembered well the sheer elation and joy and triumph of that moment. Their victory that day had made her feel as though there was nothing she could not do, so long as she and Celestia were standing together. But that memory turned bitter quickly afterwards. For instead she remembered what followed. Ponies from far and wide praising the victory, but shouting Celestia's name instead of hers. She was the elder, and so received the glory. She was the sun, bright and beautiful. But all the things Luna, no, Nightmare Moon had reigned over, that was simply ignored, just as she was. Now, in this place, she had been truly given what she'd feared. To be set aside to never again be loved by anypony. And that burned her. "They...will never know me again."
Then, as that thought repeated itself over and over in her mind, resolve began to harden within her. She spread out her wings, looking to the world below with utter defiance. No, she told herself. This would not be how her story would end. She would not allow herself to simply be some forgotten tale, nor would she let herself be consigned to this prison for all eternity. No, she would be free, she would return, and she would give Celestia her promised defeat. This she swore, to herself if nopony else. No matter how many days, how many years, how many centuries it took, she would again know the feel of Equestria's grass beneath her hooves. And as this new determination flared in her heart, her gaze turned upwards, to the many constellations and far-flung stars that surrounded her. Those things, those beautiful things that had brought her so much joy to look upon in the past. Now, she knew, they would serve to aid her in something far more important. And as she focused on those stars, her voice was hushed and sombre. "Come to me, my servants...come to me and bring me my freedom."
Author's Note
I know there's a canon version of Nightmare Moon's arrival onto the moon (at least in the comics anyway), but I've always wanted to try and give my own interpretation of the event 
