Dungeon: a massive inner tower in a Medieval castle or a dark usually underground prison or vault. Traceable back to Latin dominus, lord.
Dudgeon: a wood used especially for dagger hilts or a fit or state of indignation. Traceable back to Anglo-French digeon.
Gudgeon: a pivot or a small European freshwater fish (Gobio gobio, Sw. sandkrypare). Traceable back to Middle French goujon resp. Latin gobius.
Bludgeon: a short stick that usually has one thick or loaded end and is used as a weapon. Unknown origin, first known use 1730.
Thanks to Merriam-Webster.