Night Watch office is in the Moscow area called Sokol.
Через полчаса я доехал до "Сокола", выбрался наверх. Вокруг было шумно, в воздухе – выхлопная автомобильная гарь. И все-таки – весна.
...
Наш офис не в худшем московском районе. Далеко не в худшем, если не сравнивать с резиденцией Дневного Дозора. Но Кремль при любом раскладе не для нас: слишком сильные следы наложило прошлое на Красную площадь и древние кирпичные стены. ("Night Watch", Story #2, "Among his own", Chapter 1)
In half an hour, I got to Sokol station, and climbed upstairs. It was noisy around me, the air full of car exhaust. But still - spring.
...
Our office is not in the worst area of Moscow. Far from the worst, if you don't compare it to Day Watch residence. But the Kremlin isn't for us in any case: the past has stamped its residue too hard on the Red Square and the ancient brick walls ("Night Watch", Story #2, "Among his own", Chapter 1)
and
Я сам полиция! – Пастухов одной рукой достал из кармана «корочку» и сунул водителю под нос. – Никакого Склифа. Гони на Сокол.
Зачем на Сокол? – поразился водитель.
Там офис Ночного Дозора, - сказал Пастухов, укладывая девочку на сиденье и подсовывая ей под голову ее же сумку. ("Шестой Дозор", Часть первая - Вынужденные действия - Пролог)
"I'm the police!" Pastukhov took out his police ID shell[1] and showed it to the driver. "No Sklif![2] To Sokol, quickly!"
"Why Sokol?" asked the confused driver.
"That's where the Night Watch Office is," said Pastukhov, putting the girl on the car seat and placing her bag under her head. ("Sixth Watch", Part One - Necessary Actions - Preface)
[1] - In Russia, law enforcement officers carry their IDs in special hard-body mini wallets called "shells/covers", acting as a combination of US badge and LEO ID
[2] - Sklif is a diminutive of "Sklifosifsky", a main central emergency services and trauma hospital in Moscow
Day Watch is on the Tverskaya Street which is near Kremlin.
До самого офиса Дневного Дозора на Тверской. Хорошо, что мне попался замечательный водитель ("Дневной Дозор", Глава 4)
Straight to the Day Watch office on Tverskaya. It's a good thing I got an excellent driver ("Day Watch", Chapter 4)
Also, see confirmation in the next section.
By book #6 (14 years later), Day Watch moved from Tverskaya to Moscow-City (aka Moscow International Business Center):
Раньше офис Дневного Дозора располагался на Тверской улице, недалеко от Кремля. ... пару лет назад Темные перебрались в Москва-Сити, откупив три этажа одного из офисных небоскребов. ("Шестой Дозор", Часть первая, "Вынужденные действия", Глава 3)
Previously, the Day Watch office was located on Tverskaya Street, not far from the Kremlin. ... a couple of years ago, The Dark Others moved to the Moscow-City, buying up three floors in one of the office towers. ("The Sixths Watch", Part 1, "Forced actions", Chapter 3)
Bonus Round: the Inquisition's Moscow office (or at least one of their buildings) is in the main Moscow State University building.
Or, at least, that's where they held the court hearing that involved the Mirror - however, in Book #3, Geser discusses with Anton that Anton doesn't know the Inquisition's address, and therefore MSU, which Anton knows about, isn't their main office (hat/tip @Rand, the original question author).
Главное здание МГУ, – сообщил Эдгар. – В башне. Там Шагрон внизу со своей машиной, можешь поехать с ним. ("Дневной Дозор", Глава 20)
"The main building of Moscow State University," Edgar stated. "In the tower." ("Day Watch", Chapter 20)
Maps