Hurley goes to SRMHI in Numbers to visit Lenny who is an inpatient at the hospital. We can see the name of the hospital on Hurley's nametag.
Dr. Curtis, who greeted Hurley at the hospital, knew him and said he didn't realize that Lenny and Hurley were close.
In Deus ex Machina, we are shown that Locke's mother Emily, was also a patient at SRMHI according to the admission papers provided by Locke's private eye.
Update: We do learn in Man of Science, Man of Faith that Hurley was a patient in Santa Rosa Mental Hospital where he met Lenny and first heard the ill fated numbers
Also in Numbers, Hurley finds out from his accountant that he owns a box company in Tustin, California. This probably connects him to Locke who happens to work for a box company as told in All The Best Cowboys and lives in the same California city of Tustin as was revealed in Raised By Another during Hurley's census.
