The location was shown in the opening scenes of the Pilot movie. Jim is called to the Fort by his police friend because the "Jumper" asked for him by name. The Jumper turns out to be Nick, who is Jim's best friend.
Modeled after South Carolina's Fort Sumter, Fort Point it was to be the most technologically advanced fortification of its time. Designed to house 500 soldiers and 126 cannons, it took so long to build that it was obsolete before it was completed. All the soldiers packed up and moved out about 1900, but the fort remains nestled below the southern anchorage of the Golden Gate Bridge. Go inside and climb to the top level for a unique perspective.