Ulrich Kohl arrives in New York under an alias and evades the German agent in episode 1x08 "Foe". Sarah Jennings attempts to get on a train but is intercepted by the police in episode 1x21 "Many Happy Returns".
Reese lets Scott Powell call his wife from the subway platform in episode 1x13 "Root Cause".
Carter and Reese escort handcuffed Alonso Quinn onto the subway in episode 3x09 "The Crossing".
Reese attempts to call Finch for help but his phone is destroyed by Quinn in episode 3x09 "The Crossing".
Shaw eliminates a group of criminals who are looking for Carter and Reese in episode 3x09 "The Crossing".
Source: Joe Ruiz