Reese talks to Deacon Page about Theresa Whitaker and then spots her in the distance in episode 1x02 "Ghosts". Reese talks to Finch after finding out about Grace Hendricks in episode 1x22 "No Good Deed". Finch goes to the park to watch Grace as she leaves for the day and he receives a new Number from the Machine in episode 2x08 "Til Death". Appears in 2 more episodes.
Sherlock summons Watson to the park to talk about the use of carrier pigeons in their current case in episode #201 "Step Nine".
Billy heads to the park to find the junkie who has been robbing from the cancer fund in episode #202 "The Mystery of the Cure to Loneliness".