See also: The Film & The Series.
From episode 1x03 "In the Dark".
From episode 1x13 "She".
Source: I Am Not a Stalker
From episode 1x14 "I've Got You Under My Skin".
From episode 2x02 "Are You Now or Have You Ever Been".
From episode 3x15 "Loyalty".
From episode 3x22 "Tomorrow".
Last production to film in the main kitchen where Robert F. Kennedy was assassinated. in episode 4x06 "Spin the Bottle".