1155 Avenue of the Americas as Finch's Rooftop
Finch stumbles onto the rooftop to access the transmitter and has a conversation with the Machine about death.
“return 0” Filming Locations
The ICE-9 virus wreaks havoc on both ASIs and the team fights to keep The Machine alive and to kill the last remnants of Samaritan.
Person of Interest episode “return 0” was filmed in New York in the United States of America.
Mt. Olivet Cemetery as Potter's Field
Shaw stands over Root's grave and gets a message from the Machine that Samaritan is coming for her.
Dry Dock 5 (Brooklyn Navy Yard) as Waterfront
A trio of Samaritan controlled cops bring Reese and Fusco to the docks to kill them.
Equitable Building as Federal Reserve
Finch and Reese pull up outside the Federal Reserve and Finch talks his way past security to get to Samaritan's offline backups.
Source: Chris Fisher — Instagram
Times Square (south of 45th) as Times Square
Samaritan takes control of all of the screens to talk with Finch.
Source: Person of Interest — Wikia
1133 Avenue of the Americas as Reese's Rooftop
Reese uploads the Machine's copy to the satellite and defends it while talking with Finch.
Bantry Bay Publick House as Cop Bar
The Machine remembers a cop talking about death and in present day Shaw comes to let Fusco know she is alive and to pick up Bear.
13th Street (between Queens Plaza & 43rd) as Seeing Missile
Shaw and Fusco see the missile flying overhead while she is helping him down the street.
McGraw-Hill Plaza as Payphone in Plaza
Shaw is walking Bear when she hears the payphone ring and hears a new message from the Machine.