Should You Use Schema Markup With All Locations On All Pages For A Multi-Location Business?

In episode 217 of our weekly Hump Day Hangouts, one participant asked if one should use one schema markup with all locations on all pages for a multi-location business.
The exact question was:
I have a client who's business has 3 locations, should I use Schema markup with all locations on all pages then use just the specific Schema for 1 location on the individual location/city pages?
