A man gets into a Taxi and says this:
Man: Hi. Could you please drive me to the Chrysler Building. I work there. We're having an office party tonight.
Is I work there natural? Or would I'm working there or it's where I work be more natural in this context?
I work there vs. I'm working there is a difference of meaning. Usually, and I believe for your intended meaning, the first is correct. You might use the second if you were working there temporarily, for example.
I work there vs. it's where I work is a difference of style. They both mean more or less the same thing, so pick the one you like the sound of.
"I work there" is natural (it suggests that it is a reasonably permanent job).
It strikes me as rather unnatural to tell this to a taxi driver. You aren't friends with the driver, so it seems odd to tell them why you are going to a place. Perhaps if you feel you need to explain why you are (for example) wearing fancy-dress. but not otherwise.
