In Episode 12 ("Seeds") Coulson & Melinda are trying to find out more about Skye's past.
So they fly to Mexico City to track down a missing S.H.I.E.L.D. agent Richard Lumley.
Lumley was the partner of the agent who dropped off Skye at the orphanage 20 years ago.
That agent was killed, but Lumley is alive - and in hiding.
Coulson & May, they are sitting in 'Lola', (Coulson's red sports car), parked in
an alley "in Mexico", and are using binoculars to keep an eye on a dress shop that sells fake ID's.
They hope that Lumley will show up there, so they can nab him.
Well, not surprisingly, this scene wasn't shot in Mexico.
Oh, they threw in a few stock establishing shots of the real Mexico City,
To be more exact, the alley where Coulson & May are parked is actually a narrow alley
but the actual scenes were filmed in downtown Los Angeles
on the east side of Broadway, next to (just north of) 512 Broadway.
The alley runs east/west between Broadway and Spring Street.
Here is a Google StreetView of the alley entrance on Broadway.
(In one of those "Only in L.A." moments, you'll notice that the gated entrance
The store across the street that they are supposedly watching is at 526 S. Broadway,
to that alley has a sign reading "For Filming, call...")
which is impossible in real life, since the alleyway and that storefront
are on the same (east) side of Broadway.
Here is a Google StreetView of the storefront they were watching.
In the scene below, as May follows Lumley, they are walking north
up the east side of Broadway - around 526 S. Broadway.
(The camera is looking south in the screenshot below.)
The producers put up a zillion signs in Spanish, to make Broadway look like a street in Mexico.
The irony there, to anyone who knows downtown L.A., is that Broadway is now home to a huge
concentration of Mexican immigrants, and more than half of the signs on the street are always in Spanish.
(As an example, the business right next to the alleyway is a restaurant named
"El Huarache Veloz - Authentica Comida Mexicana".)
In the screenshot above, the camera is looking west, at Broadway, as May runs east up the alley.
That narrow alley opens up into a larger alley/courtyard to the east, behind (west of) the
Alexandria Hotel, at 501 S. Spring Street, It's in this alley courtyard where the fight breaks
out, when Lumley jumps down from a fire escape and confronts May (who is chasing him).
It's also where Lumley flees up a fire escape, only to be headed off by the flying Lola.