The hospital, as it appears at the beginning of "Ann Sheppard."
The hospital is a location in the city in which Heavy Rain takes place.
After "Trapped," Madison Paige makes a trip to the hospital in her quest to find clues on the identity of the Origami Killer. She plans to visit Ann Sheppard to find out who John Sheppard's twin brother is.
Madison learns from Ann who the killer is (though this is not revealed to the player) after performing several tasks to get her to remember facts from her past. Afterwards, Madison goes to the killer's apartment to find out where Shaun Mars is.