Detective Gower chases Philip down the alley and the detective has a heart attack in episode 1x01 "Travelers". Abby and Trevor talk while walking through an alley in episode 2x04 "11:27".
Alley where Leonard climbs the ladder to his apartment in episode 4x07 "High Top Fade Out".
Source: Psych Forums
Ravi and Liv arrive to examine the body of Annie Wallace with Clive which was found dumped in an alley missing most of the brains in episode 4x03 "Brainless In Seattle, Part 1".
The second alien bounty hunter stands in an alley near Kara's apartment and takes control of Mon-el in episode 2x17 "Distant Sun".