The police cruisers seen during the finale were real Houston Police squad cars. Ford LTD Crown Victorias were used by HPD from 1983 - 1987; the last use of these squads was in 1993.
The finale where Cohen rams a roadblock is actually the off-ramp from Interstate 45 to McKinney Street. The building in the foreground is the Houston City Hall Annex, located at 900 Bagby.