Nancy/Marie's Fire House Photography Studio in San Francisco
The firehouse used as Nancy's/Marie's photography studio in The Promise is located at 1152 Oak Street in San Francisco (on the North side of Oak Street between Broderick and Divisadero).
It's still there, you just can't see the whale mural on the side anymore because what was a Bank of America parking lot (where Nancy and Michael argue) across the street from the Department of Motor Vehicles is now Faletti Foods (and condos above).
http://www.fallettifoods.com/
(I'm sure the whale mural is still there on the side of the building because I saw the construction going on, but the Faletti Foods/condos building is right up against the side of the building now so it's hidden.)
You can see the firehouse (San Francisco Landmark 89) at:
http://www.noehill.com/sf/landmarks/sf089.asp
The June 2003 pic looks more like what it looked like in the film. They've since done a little bit of a remodel/restoration as you can see in the picture from May 2008.
At this site set up by a neighborhood group to stop the sale of the building by the fire department you can see pictures of the interior:
http://www.sfmuseum.org/firestation/about3.html
The whole site is about the building, and also mentions it has a virtual twin elsewhere in the city at 3022 Washington Street:
http://www.sfmuseum.org/firestation/about2.html
There's a picture of the whale mural taken in 1976 here:
http://www.sfmuseum.org/firestation/images/old21_1976.jpg