It is never a good sign. Take that guy in Austria, for example. He told his family not to go into the basement. So did a few American serial killers.
Personally, I have a hard time imagining that the wife of Josef Fritzl had no idea of what was going on. The man had to buy food, cook it, and deliver it downstairs. What the hell did she think was going on? That her husband ate enough for four people?
Mrs. Fritzl is a passive party to what happened to her child. And let's not forget the years of sexual abuse the daughter endured before being held in the basement. Where was the mother then?
So if your husband tells you never to go into the basement, makes tons of food to bring down there, spends hours there, you have a problem. And you can't say you had no idea. Not anymore.