Dan meets with Malcolm and tries to arrest him in episode 1x10 "Pops".
Source: YVRShoots — Twitter
The rogue N.I.D. agents take Daniel to their base of operations in episode 8x07 "Affinity". Vala is taken here by trust agents and has her memory erased in episode 10x08 "Memento Mori".
Source: Stargate SG-1 Locations
Vala ducks into a warehouse to avoid the police and eventually regains her memory after SG-1 has a firefight with Trust agents in episode 10x08 "Memento Mori".
Macy and Harry track Layla to meeting of demons and come up with a plan to rescue her in episode 2x02 "Things to Do in Seattle When You're Dead".
Source: Henry Naditz