Person of Interest
Gates's Courthouse
Gates oversees the trial of Angela Markham and learns about the kidnapping of his son in episode 1x05 “Judgement”.
Relton Train Station
Root tries to leave town with Finch but she is stopped by Reese in episode 2x02 “Bad Code”.
Source: Person of Interest — Wikia
Courthouse (interior)
Finch attends jury duty at the behest of the machine in episode 4x14 “Guilty”.