The safe house was an apartment in Los Angeles, intended to be used by Sayid as a hideout to protect Hurley.
After Jeremy Bentham's death, Sayid killed a man who had been outside Santa Rosa Mental Institute watching Hurley for several days. Then he broke into the hospital to retrieve Hurley. Once inside, Sayid promised Hurley that he was not there to bring him back to the Island, but to escort him to a safe house. Hurley eventually agreed to join Sayid, but not before making a final chess move against the invisible "Mr. Eko". ("There's No Place Like Home, Part 2")
On their way to the safe house, Sayid and Hurley stopped at a fast food restaurant. Once they reached the apartment building, the two discussed Sayid's paranoia and Ben's intentions. A moment before entering the apartment, Sayid noticed a damaged tape at the entrance, which signaled that someone broke inside. Sayid tackled the first intruder and threw him off the balcony, while the second intruder successfully shot Sayid with at least two darts. Sayid collapsed momentarily, then quickly attacked the intruder by tossing him against the content of a dishwasher, which was full of knives. ("Because You Left")
Outside, Hurley quickly reached for a gun that was tossed to the side, and looked over the balcony to see the dead intruder. Bystanders soon looked up; one used his camera phone to take a photo of Hurley with a gun and an apparent blood stain (which was actually ketchup). Hurley hurried inside and grabbed an almost unconscious Sayid who instructed him to get back to the van. On his way out, Hurley saw the second intruder impaled on the knives. Hurley commented that this was supposed to be a "safe house" and that they should have never left the Island. ("Because You Left")
The scene was filmed at 1818 Anapuni St. in Honolulu.