The Coffins were Klaus' most prized belongings. In four of the five Coffins, there is an Original Vampire, each daggered with a White Oak Ash Dagger. Niklaus had neutralized each one. It is revealed that the last of the five coffins, the spell-locked one, contained Esther. As of now, all five coffins are open.
The coffins were first seen at the end of As I Lay Dyingwhen Klaus was about to leave town with Stefan. At that time he had 5 coffins (Rebekah, Kol, Finn, one locked and one for recently-Daggered Elijah).
In The End of The AffairRebekah was resurrected and after she has found that her necklace was missing she destroyed hers leaving 4 coffins.
At the end of Disturbing Behavior Klaus returned coffins to Mystic Falls in a truck.
At the end of Homecoming, Stefan took the coffins to a witch house to blackmail Klaus. Stefan and Bonnie tried to open the fourth coffins with no success.
In The New DealKlaus acquired another coffin for his sister, Rebekah.
In the same episode, Bonnie had a dream about coffins and also in The Ties That Bind. Thanks to Bonnie's tip, Damon was able to steal one coffin (locked one) and to un-dagger Elijah before Klaus' arrival.
In Bringing Out The Dead Elijah and Damon freed Kol, Finn and Rebekah from their coffins. Since then coffins are in the Klaus' Family Mansion.
Damon: All right, Klaus has six siblings. Rebekah is now with Klaus.There was one dead kid in the old world, one dead kid in the new world, which leaves Elijah and two others, three sleeping Originals, four coffins. So, who was in the locked box?
Different coffins were seen in The Originals which contains Kol and Finn, this suggests that the coffins have been changed over the years.
Either Niklaus brought them here when he came to Mystic Falls or they were there the whole time. Also, when Klaus and Stefan are about to leave town, he either left them or he brought them with him as luggage. It is revealed eventually that Klaus always has his coffins close to him so that he could wake his family when it was safe.
Mikael, isn't in the coffins carried by his step-son. He was entombed by a powerful witch (Abby Bennett) and placed in the cemetery in Charlotte.
In the episode Homecoming, Klaus was about to reunite his family but Stefan stole the coffins for revenge.
In the episode Our Town, Damon makes the count of the members of the Original family.