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”.
Decima Operations Room
Greer runs the Decima operations from an empty floor in an office building in episode 3x17 “/”.
Reese, Root, and Finch take Control to a warehouse and interrogate her about Shaw in episode 4x12 “Control-Alt-Delete”.
Control returns to her operations center to deal with a new threat in episode 4x12 “Control-Alt-Delete”.
Shaw escorts Root to a mobile blacksite where Root makes contact with Jason Greenfield in episode 3x06 “Mors Praematura”.