Los Angeles Police officers from the Hollywood Division were also on scene.
Police closed Sunset Blvd. between Martel Ave. and Gardner St. at approximately 4:15 p.m.
After securing the location, LAPD officers and U.S. Marshals performed a building search. The suspect was not in the barricaded room and could not be located.
The suspect has been reported missing, thought to have escaped out of a back window.
Sunset Blvd. was reopened later Thursday afternoon.