Person of Interest
Shaw's Apartment
Reese searches Shaw's apartment and finds evidence of her being kidnapped in episode 3x06 “Mors Praematura”.
Interrogation Room
Control interrogates Root after capturing her at the hotel in episode 3x12 “Aletheia”.
Symmetric Security Solutions (garage/vault)
Reese sneaks Shaw into the building through the parking garage and then Shaw and Kelli Lin bypass the security in the vault to steal the Gutenberg Bible in episode 3x14 “Provenance”.
PSAC
Finch infiltrates a 911 call center to keep on eye on their latest Number in episode 3x15 “Last Call”.
Elias's Lair
Carter meets with Elias in his hideout to get information on the fence in episode 3x01 “Liberty”. Reese visits Elias to get some intel on the Brotherhood and ask for a bit of help in episode 4x01 “Panopticon”. Reese tries to warn Elias about the danger from Dominic and then protects him when one of his own guards turns in episode 4x09 “The Devil You Know”.
Source: NYC Permits List
