Reese follows Lucifer to some sort of deal behind a sketchy building and gets threatened by Maze in episode 3x07 "Off the Record".
Location where Shawn and Gus first see The Mantis in episode 6x04 "The Amazing Psych-Man & Tap Man, Issue No. 2".
Laurel and Roy flee through a laundry facility to escape the police in episode 3x18 "Public Enemy".
Carrie Cutter kills two newlyweds, and later the team arrives at her hideout and searches for her next target in episode 4x16 "Broken Hearts".
The Fog, a masked vigilante, stops a woman from being attacked in an alley in episode 2x09 "Cape Town".
Todd stops in an alley after escaping Gordon Rimmer's house and has an argument with Dirk when he shows up with the dog in episode 1x02 "Lost & Found".
Kiera is chased through a industrial building by mech-suited soldiers from the future in episode 4x01 "Lost Hours".