After you defeat the Combine Chopper, you'll have to override the dam
gate. To reach the controls, you'll first have to pass a red shed.
You'll notice on the side of the shed, there's a sign labeled
'Observation'. Follow it, and around the corner, is the G-Man...

http://img34.picoodle.com/img/img34/8/7/8/f_d1canals130m_2b785be.jpg

Chapter 4 - Water Hazard

After you defeat the Combine Chopper, you'll have to override the dam
gate. To reach the controls, you'll first have to pass a red shed.
You'll notice on the side of the shed, there's a sign labeled
'Observation'. Follow it, and around the corner, is the G-Man...

http://img34.picoodle.com/img/img34/8/7/8/f_d1canals130m_2b785be.jpg

In Episode 2, just after Alyx is saved by the vorts in the mines and you
make your way up to the surface and come to the area with the bridge and the
car and the sniper rifle.

AS SOON as you exit the building at the "overlook" (above the level you're
about to go through) and before Alyx mentions the car on the bridge (on the
monitor), if you look out to the left, on the side of the bridge you're on -
opposite the car, the G-man can be seen walking from the edge of the broken
bridge (that you'll eventually jump the car to) and walks slowly towards the
gate (where you, the car, Alyx and the vort wind up before setting off
through the bridge on the next mission).

Also in Episode 2, I haven't seen this one yet personally, but supposedly
the G-man can be seen entering White Forest Inn just before the combine
activate the shields, locking you and Alyx in for the duration of the
ensuing battle.