警局(jǐng jú) - police station, police bureau in Mandarin

警局 (jǐng jú) is the police station, clipped from the fuller 警察局 (jǐng chá jú). Both are correct; the short form dominates in speech and in subtitles, which is why it ranks so high in film dialogue.

Note the tone change. 警 is a third tone and 局 is a second, so no sandhi applies and you say it exactly as written: low dip, then rise. Learners who have drilled 你好 sometimes flatten the first syllable out of habit.

On the mainland the local station you would actually walk into is often called 派出所 (pài chū suǒ), the neighbourhood police post, with 警局 covering the larger bureau. In everyday conversation and in translated crime drama, though, 警局 is the safe general word.