The pier is one of the few remaining structures on the old Burrard Dry Dock complex, a shipbuilding facility that first began building ships in 1894. After the the facility was closed down in 1993 many of the buildings were demolished to make way for new development, but the old pier remains along with several large cranes.
Roy follows the police scanner to the port looking for the Vigilante only to find Quentin Lance waiting instead in episode 1x20 "Home Invasion".
A quick establishing shot of the Vancouver sign in episode 2x12 "Ramifications".
Logan waits for Max when he is attacked by a police drone in episode 1x17 "I and I Am a Camera".