Person of Interest
Stock Exchange (elevator)
The team heads into the basement server farm at the stock exchange which turns into a Samaritan ambush in episode 4x11 “If-Then-Else”. Control examines the elevator room and finds evidence of a coverup in episode 4x12 “Control-Alt-Delete”.
Source: Person of Interest — Wikia
Real Time Crime Center
Carter and Fusco work in the FBI's operations center for the operation against Reese run by Agent Connolly in episode 1x23 “Fire Wall”.
Source: NYC Permits List
Decima Operations Room
Greer runs the Decima operations from an empty floor in an office building in episode 3x17 “/”.
Source: NYC Permits List
Detroit Warehouse
Reese, Root, and Finch take Control to a warehouse and interrogate her about Shaw in episode 4x12 “Control-Alt-Delete”.
Source: NYC Permits List
Pentagon
Control returns to her operations center to deal with a new threat in episode 4x12 “Control-Alt-Delete”.
Source: NYC Permits List
CIA Blacksite
Shaw escorts Root to a mobile blacksite where Root makes contact with Jason Greenfield in episode 3x06 “Mors Praematura”.
Source: NYC Permits List