In Episode 10 ("The Bridge"), we see the agents arrive on a bridge, at night, for an exchange.
The bad guys ("Centipede") have kidnapped the young son of would-be superhero Mike Anderson
(whom we met back in episode one), and have agreed to release him safely if Mike surrenders himself.
So Coulson accompanies Mike out onto the bridge to meet with the abductors, while
Ward keeps them in the sights of his sniper rifle from a perch above.
But at the last moment, there is a twist. It appears that the deal Mike really made was to swap
Coulson for his son's safety. Mike gets his son back, but Centipede takes Coulson.
Explosions on the bridge help cover the escape of the Centipede agents, as they exit by helicopter.
This scene was shot on the Queensway Bridge in Long Beach, California
The bridge has been used for filming before, including several scenes in "Dexter",
The bridge is called that because it connects downtown Long Beach with the wharf where
the historic ocean liner, the Queen Mary, is permanently docked.
It arches over the south end of the Los Angeles river, where the river empties into Queensway Bay.
To be more precise, they shot this scene near the southwest end of the bridge.
The cars were actually driving the wrong way: heading northeast on the southwest-bound side of the bridge.
In the shot of Ward taking aim from above, in the background we can see the nighttime skyline
of Long Beach, including parts of Shoreline Village and the lighthouse in Shoreline Park.
and a key scene in the Tom Cruise movie, "Knight & Day".
Here is a StreetView of the bridge, including the green sign seen in the scene.