This scene doesn't appear to bode too well for Finch. It's taken from the episode "Mission Creep."
Added:

Person of Interest Season 1 Episode 3 Quotes

In the end, we're all alone and no one is coming to save you.

Reese

Finch, if you're going to work all night, you should try getting some exercise.

Reese

Person of Interest Season 1 Episode 3 Music

  Song Artist
Massive attack live with me Live With Me Massive Attack iTunes
Song I've Been Thinking About You Blues Version