Oliver gets a call from Felicity about the wedding while he is fighting a group of ninjas in episode 3x08 “Crisis on Earth-X, Part 1”.
The evil versions of Kara, Oliver, and Wells assemble on a rooftop after their attempt to kill the heroes fails in episode 3x08 “Crisis on Earth-X, Part 1”. After landing on a roof, Reign holds an injured Kara over the edge before dropping her to the ground in episode 3x09 “Reign”.
Oliver and the other assassins arrive in Starling City and land on a rooftop in episode 3x21 “Al Sah-Him”.
Oliver tries to figure out what happened to Sara on the rooftop where she was shot in episode 3x02 “Sara”. Nyssa and Oliver battle on the same rooftop in episode 3x21 “Al Sah-Him”.
Hong Kong Rooftop
Maseo tries to get Oliver to snipe Tommy from a rooftop in Hong Kong in episode 3x02 “Sara”.
Rooftop by Hospital
The mysterious archer kills Tom Weston in the hospital in episode 3x02 “Sara”.
Hong Kong Construction Site
Amanda Waller briefs Maseo and Oliver on their mission to recover the Alpha in episode 3x10 “Left Behind”.
Rooftop by Army Lab
Maseo sets up his sniper rifle while Oliver slides down his zip line to the army chemical lab in episode 3x10 “Left Behind”.
Building near City Hall
The Vigilante is on a rooftop across the street from City Hall scouting the building when Prometheus attacks. Later the Vigilante is setting up to kill Oliver during his press conference when the rest of the team shows up to shop the assassination in episode 5x15 “Fighting Fire with Fire”.
Rip Hunter briefs his kidnapped team members about what he wants their help with in pilot episode “Pilot, Part 1”. Jax returns from the future and visits Stein the day before they depart to request help in returning to the future in episode 1x15 “Destiny”.
Vandal Savage's Lab (interior) 
Vandal Savage brings the device from the A.T.O.M. suit and orders his scientists to reverse-engineer it in pilot episode “Pilot, Part 2”.