I havn't seen the other movies, but Magneto needed to be in a prision void of all magnetic metals, so glass and plastic was the only options, he only escaped because metal was snuck in through the high iron concentration in the guard's blood.
The bond Villian escaped because he hacked the electronic controls of the prision, he would have escaped reguardless if it was glass or not. Now, why they put a highly dangerious cyber terrorist in a prision with electroic controls is beyond me. Would of made more sense to just use a simple lock and key.
As for the other ones, havn't seen them, but I imagine also didn't just simply smash through the glass.