What immigration office should I visit in Bangkok to obtain a certificate of residence for my non-immigrant O visa, and do I need an appointment?

The individual has arrived in Bangkok with a non-immigrant O visa and seeks information on where to obtain a certificate of residence, as needed for opening a bank account. Community responses suggest checking if the certificate is actually required, as some banks only asked for a TM30 form instead. The immigration office to visit is the one serving the area of residence associated with the TM30 filing. It seems many expats have found bank account opening to be straightforward, with some banks being less stringent on residency documentation.