Neither of them is mentioned in any of the games, as far as I know. However, FBI was formed long before the Divergence, so it probably existed, unless it was somehow dissolved or renamed. As for CIA, it was formed in 1947, so it could have never even existed, although there's nothing that would say that it couldn't exist.
As for what government agencies were mentioned, we know of BADTFL (Bureau of Alcohol, Drugs, Tobacco, Firearms and Lasers) and UAF (Unamerican Activities Force).