Finch talks to Emma Blake outside the courthouse in episode 4x14 “Guilty”.
Carter on Radio
Carter calls the Man in the Suit on a radio she recovered from the robbery crew in episode 1x03 “Mission Creep”.
FBI D.C. Field Office
Fusco and Finch head to the FBI office to gain access to the safe only to have Vigilance show up in episode 3x19 “Most Likely to…”.
Office of the Secretary of Defense
Senator Garrison goes to Control's office next door to the Secretary of Defense to talk about the murder of Leona Wainwright in episode 3x19 “Most Likely to…”.
Source: NYC Permits List