The time evolution of a collisionless plasma is modeled by the relativistic Vlasov-Maxwell system which couples the Vlasov equation (the transport equation) with the Maxwell equations of electrodynamics. In this work, the setting is two and one-half dimensional, that is, the distribution functions of the particles species are independent of the third space dimension. We consider the case that the plasma is located in an infinitely long cylinder and is influenced by an external magnetic field. We prove existence of stationary solutions and give conditions on the external magnetic field under which the plasma is confined inside the cylinder, i.e., it stays away from the boundary of the cylinder.