The Police Headquarters is an uncommon Always be Looting location. Within police stations, there is usually at least one room full of confiscated contraband which can include Medical supplies, firearms, ammo, explosives, and melee weapons like shivs and katanas. In these rooms, nightsticks can also be found which are fairly reliable melee weapons.
The group spots a local police department headquarters. The undead around it already seem pretty riled up, but there may be some good things in there.