Is there any way I can lock up Endermen for a zoo, without them escaping?

Or anything I can do to keep them from disappearing, like wearing a pumpkin? Or redstone?

From Minecraft Wiki:

An enderman cannot teleport when it is in a minecart, though in rain and water it will attempt to do so, always teleporting back into the minecart repeatedly until death.

Endermen will not teleport in the daytime while on soul sand unless they are damaged.

You can either put them into a minecart, or put them on top of soul sand.

If you have enough room, you could make walls at least 32 blocks thick in all directions:

When teleporting, endermen search for an air block within 32 blocks along each axis...

You could even strand them on an island surrounded by 32 blocks of water or lava:

Endermen will never teleport into water or lava.

but remember that they can teleport up or down as well.