At about the 18 - 19 minute mark of the episode. They are on the a street in Moscow. As they pan down the street, you can see the store front they used in the show Friday the 13th the series.
At 13:01 there is an uncaptioned shot of a rectangular building with most of the first floor an empty archway. A second Artifact murder takes place. Artie says "NSA Headquarters".
The building is actually the Colorado Judicial Building in Denver, which was demolished in August 2010.