Trivia: In episode 10x7 "Higher Standards" the last scene with Frank and Jaime was filmed at one of four piers (the northern one at 48th Ave) which are part of Gantry Plaza State Park at Long Island City in Queens. Directly across the water we see the United Nations Headquarters in Manhattan.
Trivia: In episode 7x4 "Mob Rules" the last scene was filmed at Kent Street Pier, part of Transmitter Park in Brooklyn. When Frank shows up, the large "Jeffrey Gamblero" graffiti can be seen in the background near the India Street Pier (which people miss as a Ferry stop). The graffiti has since been painted over.
Trivia: In episode 2x1 "Mercy" the last scene was filmed at Brooklyn's Valentino Pier (it's also known as Coffey Street Pier). It had been renamed for a Brooklyn firefighter who heroically died in the line of duty, and the area's full name is Louis Valentino Jr Park and Pier. It's an appreciated green area in the middle of a lot of buildings. Bit of trivia to add, Valentino Pier is featured in a short video with Rosie Perez.