"Who are you?" is a phrase frequently spoken by characters when they realize that Finch, Reese, or Shaw are not who they pretend to be.
Due to the covert nature of their operation, Reese, Finch, and Shaw cannot reveal who they truly are and why they have picked their particular person of interest. Therefore, the answers to the question who they are usually avoid the obvious answer, and their humorous tone often serves as comic relief.
Harold Finch[]
“Judgment”
IT Guy: What's your name? Who are you?
Finch: "Considering they called me when your system was compromised, I'd say I'm the guy who just took your job."
“Root Cause”
Finch: "Who are you?"
Root: ...
“One Percent”
Logan Pierce: "And just who are you? You don't wanna tell me who you are?
That's okay.I already know.
Tell me, how did you make a bug small enough to fit inside this?
Your voice too.You hacked into my car's computer and you remotely accessed the accelerator and the brakes. So I guess that makes you the brains of the operation.
No offense. And judging by your bespoke suit, you're also the bank.
And there's you, John. You took out my security guard Zvi. He's a former Mossad agent and an expert in Krav Maga.
So what is it, John? Former Special Ops? Ex-CIA?
And you, just a very rich hacker?"
Finch: "As far as you're concerned, Mr. Pierce, we don't exist."
“Relevance”
Shaw: "So if you're not part of the program… then who are you?"
Finch: "Let's just say that ultimately, you and I work for the same entity."
“Proteus”
Alan Fahey: "Who are you really?"
Finch: "I could ask you the same thing."
“Reasonable Doubt”
Dr. Jensen: "Who are you?"
Finch: "We're merely a couple of concerned dog owners, Dr. Jensen."
Vanessa Watkins: "Who are you people?"
Finch: "As of this moment, Ms. Watkins, we are your judge and jury."
“The Crossing”
HR guy: "Who are you?"
Finch: "I'm the guy that's gonna catch you when you fall."
“RAM”
Daniel Casey: "Who are you people?"
Finch: "You can call me Harold. And this is my partner Mr. Dillinger."
“Death Benefit”
Roger McCourt: "Who are you?"
Finch: "Security advisors... Of a sort."
John Reese[]
“Pilot”
James Stills: "Who the hell are you?"
Reese: "Concerned… Third party?"
“Cura Te Ipsum”
Andrew Benton: "I don't understand, um, who are you? What are you going to do to me?"
Reese: "Honestly, I haven't decided yet."
“Judgment”
Judge Gates: "Who are you?"
Reese: "I'm here to help you."
“The Fix”
Zoe Morgan: "Who the hell are you?"
Reese: "Just say we're in the same business, fixing problems."
“Foe”
German diplomat: "Who are you?"
Reese: "I'm the guy who still has time to save Anja Kohl."
“Get Carter”
Hector's guy: "Who are you, man?"
Reese: "Tell Hector I'm the guy that just put him out of business."
“Legacy”
Andrea Gutierrez: "Who was the guy with the gun, and who are you?"
Reese: "I'm like you, I give people second chances."
“Root Cause”
Scott Powell: "Who are you?"
Reese: "One of the only people who know you're innocent."
“Wolf and Cub”
Super: "Hey! Who are you?"
Reese: "Detective Stills."
“Flesh and Blood”
Taylor Carter: "Who are you?"
Reese: "My name is John. Your mother sent me."
“Many Happy Returns”
Sarah Jennings: "Who are you?"
Reese: "My name is John and I help people out of tough situations."
“No Good Deed”
Henry Peck: "Who are you?"
Reese silently abducts Peck from the precinct...
“The Contingency”
Reddy: "So who are you?"
Reese: "The guy who shot [Detective Stills] and stole his badge."
“The High Road”
Graham Wyler: "Who are you?"
Reese: "Your ride home."
“Critical”
Leon Tao: "What? Who are you?"
Reese (about Finch): "The guy who helped me save your life tonight."
“Til Death”
Daniel Drake: "Who are you?"
Reese: "I'm the guy who stopped you two jokers from killing each other."
“Til Death”
Sabrina Drake: "Who are you, and why are you doing this?"
Reese: "We help people, even when they don't necessarily deserve it."
“C.O.D.”
Fermin Ordoñez: "Who are you?"
Reese: "Just a guy who needed a ride."
“Shadow Box”
Abby Monroe: "Who are you?"
Reese: "I find it hard to answer that, even to myself."
“Trojan Horse”
Monica Jacobs: "Who are you?"
Reese: "Right now, an easy target."
“Liberty”
Cartel hitman: "Who the hell are you?"
Reese: "Tonight, hostage negotiator."
“Liberty”
Russian mobster: "Who is this, cop?"
Reese: "Concerned third party."
“Nothing to Hide”
Stu Summers: "Who are you?"
Reese: "Someone who knows what this is about."
“Reasonable Doubt”
Jeremy Watkins: "Who the hell are you?"
Reese: "A concerned third party."
“The Perfect Mark”
Hayden Price: "Who the hell are you?"
Reese: "The night watch."
“4C”
Owen Matthews: "Hey, don't take this the wrong way, but who the hell are you?"
Reese: "A concerned frequent flyer."
Sameen Shaw[]
“The Crossing”
Beat cop: "Who are you?"
Shaw: "Concerned citizen."
“Aletheia”
Arthur Claypool: "Who are you?"
Shaw: "Never Mind."
“Allegiance”
Matthew Reed: "You're not Betty. So, who are you?"
Shaw: "I may be the only person here who thinks you're innocent."
“Death Benefit”
Roger McCourt: "Yeah. Who are you?"
Shaw: "Right now I'm the getaway driver."
“Beta”
Store robber: "Who the hell are you?"
Shaw: "Ordinarily I'd be the chick kicking your amateur hour ass."
Other Characters[]
“RAM”
Haley: "Who are you?"
Rick Dillinger: "Protector of the innocent. Heard you could use some protecting."

Greer paints the Sistine Chapel
“RAM”
Reese: "Who are you?"
Rick Dillinger: "I'm security detail. This man's my client."
“Beta”
Grace: "Who are you?"
Greer: "[...] Just think of me as... Michelangelo in the Sistine Chapel lying on his back... trying to paint a portrait of a rather elusive subject."
“Wingman”
Andre Cooper: "Who are you really, Lionel?"
Fusco: "A concerned third party."
“Pretenders”
Walter Dang: "No, the question is, who are you? 'Cause you sure as hell aren't a cop."