River escapes from the prison she is being held in in episode 5x12 “The Pandorica Opens”. River receives the Doctor's envelope in episode 6x01 “The Impossible Astronaut”. Rory visits here to recruit River but she refuses to come in episode 6x07 “A Good Man Goes to War”.
Henry van Statten's Base
Rose and the Doctor are brought into the tunnels of the underground base where they have to fight the Dalek in episode 1x06 “Dalek”.
Harriet Jones talks to aliens from UNIT's command center in 2005 Christmas special “The Christmas Invasion”.
Everyone at the Olympic stadium disappear in episode 2x11 “Fear Her”.
Tunnel Under Thames
Donna, Lance, and the Doctor enter an underground tunnel and ride Segways in 2006 Christmas special “The Runaway Bride”.
Adipose Industries (basement)
The Doctor sneaks into the building through the basement, and later he and Donna stop the device from a maintenance room in episode 4x01 “Partners in Crime”.