The most prominent is now known at the Eisenhower Executive Office Building, which sits directly to the west of the White House. The problem you will have in trying to simply get a list of buildings is that there may be several in use by affiliated departments at the same time.

In the lead up to WW2 the War Dept and Navy Dept did recognize how much space they would need.

In 1939 they moved into what were supposed to be temporary buildings built on the National Mall itself, you can see here it was called the Munitions Building and Main Navy and here you can see just how close it was to the Lincoln Memorial.

They also built another nicer more permanent building in Foggy Bottom, now known as the Truman Building.

However even that was insufficient for the growing needs, and thus in early 1941 plans and money were appropriated for the new massive HQ and the site in Arlington selected.