In central Tallinn (the Old town), the Soviet Security Services had their headquarters and prison. First between 1940 and 1941 (then called NKVD) and then between 1944 and 1991.
Current status: Preserved with memorial tablet (2010).
Address: Pikk 59, 10133 Tallinn.
Get there: Walk from central Tallinn.
Follow up in books: Andrew, Christopher: The KGB (1990).
The windows on the basement level were covered by the KGB. Partly because the screams from the prisoners would not be heard from the outside, partly to protect the prisoner cells from outside view. In another place in Tallinn there is an interesting museum that depicts both the Nazi occupation of Estonia but mainly the communist occupation that has caused deeper wounds in the Estonian identity.