Yeah, in the penultimate scene of the second film, Bourne visited Vladimir Nesky's daughter (to inform her of his involvement in her father's death and the truth of how he and his wife had died).
After this, the final scene shows Pamela Landy sitting at her desk, when she receives a phone call from Bourne and proceeds to tell him of his true identity and date of birth. Bourne makes a crack about her looking tired - thus indicating that he can see her even though she's at her desk in a skyscraper - Moby's "Extreme Ways" chimes in and everyone goes home and fantasises about being that awesome. :D
Cut to the third film...
The third film starts off in Russia after the penultimate scene of the second film - where he has visited Nesky's daughter - and documents his extraction from the havoc he had earlier created in downtown Moscow. Yadda, yadda, yadda... film goes on...
However, towards the end of the third film, the final scene from the second film (in which Pamela Landy receives a call from Bourne) is replayed. Only this time, the words she uses take on a different meaning (some of the biographical information she gives him is a coded message that indicates a location).
Hence, the bulk of the film takes place between these two points in the trilogy's internal chronology.