Location #1: Larrabee Mansion
That was the defunct Grove Hill Mansion on Angelo Drive, Beverly Hills, California, United States
Location #2: Larrabee Co.
30 Broad Street, Manhattan, New York, United States
Location #3: Train station
Near Pearsall Avenue, Glen Cove, New York, United States
Location #4: Boarding the boat
Near Battery Park, Manhattan, New York, United States
Actually Bogart gets on the the small company boat from Pier 1 on the Hudson River. In one shot you can see the neighboring Pier A with its distinct memorial tower in the background. Fortunately, Pier A is still standing today at the north end of Battery Park.