The following figures are derived from Lemurs of Madagascar, 3rd Edition and are accurate up to 2009-2010. The figures will, of course, not be exactly accurate due to changes over the past 4 years (certainly the Diademed Sifaka said to be held in the USA has since passed away) but it will give a good picture of the rough state of affairs.
Propithecus coronatus - as of 2009 there were 17 individuals reported in captivity in Europe, with an additional two in the Lemur Park near Antananarivo, Madagascar.
P.coquereli - as of 2010 there were 48 individuals reported in various zoos in the USA, along with a few pairs in the Lemur Park near Antananarivo, Madagascar.
P.diadema - as of 2010 only two individuals of this species were found in captiivty; one in the Duke Lemur Center in Durham, North Carolina USA, and the other on Lemur Island, part of the Hotel Vakona in Andasibe, Madagascar.
No P.verrauxi were held in captivity at this point in time. I believe this is still the case, although they are easy enough to see in protected reserves.