The correct answer is option 2: OECD. The headquarters of the Organisation for Economic Co-operation and Development (OECD) is located in Paris.

1) NATO: The North Atlantic Treaty Organization (NATO) is an intergovernmental military alliance. Its headquarters is located in Brussels, Belgium, not Paris.

3) European Union: The European Union (EU) is a political and economic union of member countries in Europe. Its institutions, including the European Commission and the European Parliament, are located in Brussels, Belgium. However, some of its agencies and bodies, such as the European Defence Agency, are located in other cities across Europe.

4) UNIDO: The United Nations Industrial Development Organization (UNIDO) is a specialized agency of the United Nations. Its headquarters is located in Vienna, Austria, not Paris.

Therefore, the correct answer is option 2, OECD, as its headquarters is indeed located in Paris, France.