6. Foley Square
Photo: Phil Caruso/HBO Max
Cassie manages to make it to the FBI interview and meets up with Annie in Foley Square, a park and plaza in Lower Manhattan that is situated behind many government buildings, including various federal, city and state courthouses. Cassie is once again interviewed by agents Kim Hammond (played by Merle Dandridge) and Van White (played by Nolan Gerard Funk).
This filming location is very accurate, as the FBI is actually located at 26 Federal Plaza, just off Foley Square in the Jacob K. Javits Federal Building.