Major goes underneath a sketchy bridge to by Utopium in episode 2x04 "Even Cowgirls Get the Black and Blues". Don E is walking through the underpass when he overheads a drug deal and goes to talk to the dealer about Utopium in episode 3x05 "Spanking the Zombie".
Helo and Sharon hide under this bridge while being followed by centurions in episode #107 "Six Degrees of Separation". They then have sex in the woods next to the bridge.
Valentine poses as the Bogeyman to get information from Amber in episode 1x05 "Bogeyman".