The entrance to the Library resides in one of the pedestals of St. John's Bridge outside of Portland. From episode 1x02 "And the Sword in the Stone". From episode 1x03 "And the Horns of a Dilemma". From episode 1x05 "And the Apple of Discord". From episode 2x09 "And the Happily Ever Afters". From episode 3x10 "And the Wrath of Chaos". Jenkins has Jeff's coworkers drop him off at the annex entrance but he is unable to get through the door in episode 4x10 "And Some Dude Named Jeff".
Baird tracks Nicole Noone to a mortuary in England where she is trying to stop two goons from robbing one of her graves in episode 4x06 "And the Graves of Time".
Nicole Noone heads with Baird to another one of her graves where she has stashed mementoes and other things from her long life in episode 4x06 "And the Graves of Time".