The precinct set for 'Gotham' was three stories high. The 'detectives' were encouraged to personalize their desks with mementos like awards, snapshots, and other knickknacks. The set dressers even hid some old fax machines under the stairs.
The show 'Succession' actually rented out offices on the 70th floor of the World Trade Tower. When you see the city outside, that's not a backdrop, that's the real New York.
'Sweetbitter' built an entire restaurant, including the sidewalks and streets outside. Everything from kitchens to locker rooms to bathrooms.