Tesla coils are an anti-aircraft weapon in Destroy all humans! They appear as enemies and will heavily damage cryptos saucer. But will not fire at crypto on his jetpack though.
Capitol city: There are multiple scattered around the place. mostly near important areas like the whitehouse, near the capital building.
Area 42: This is presumably where most of them were created. There is one on every corner of the majestic base. there is usually one near all the civilised parts as well as on the random cliff near the airfield entrance.
Although they are very powerful they are pretty strong. requiring near 5 ion detonator hits to destroy one. despite this, a quantum deconstructor will destroy them in one blast.