^ True, but here's an add in.
The attack on Skynet in The Terminator took place at Cheyenne Mountain. The attack on Skynet in Terminator 2 was supposed to be after those events and took place in Los Angeles. Skynet apparently survived.
But the events did seem to change with every subsequent series and film, Terminator Salvation adds in that Skynet must be able to rebuild in new locations after the destruction of Skynet Central.
Terminator 2: Skynet in Los Angeles
Terminator 3: Skynet had returned to the CRS building (original script)
Terminator: The Sarah Connor Chronicles: Skynet's exact location unrevealed.
Terminator 4: Skynet Central in San Francisco.