An FIR can be filed at any police station. The fact that the crime may not have been committed in that police stations jurisdiction has no consequence to the filing of the complaint. It is mandatory for the police to record the information provided, and then transfer it to the police station in whose area/jurisdiction the offence took place. For instance, if a crime was committed in North Delhi, the information can even be registered with a police station in South Delhi.
This concept is generally referred to as “Zero FIR” and was introduced in 2013. Before the introduction of Zero FIR, massive delays were caused because the police station would record the information only in the area where the crime occurred.