"Could you tell me where is the bank, please?"
is an Untag construction. (I've just made up this theory, so don't take it as authoritative.) It's from
"Where is the bank, could you tell me please?"
by a mysterious process that restores the tag to the complement structure that the speaker imagines it must have been derived from. Except he forgot to uninvert the "is" auxiliary, which is a telltale sign that the "where" was really supposed to come at the beginning of the sentence.
It's similar to an example reported by Jerry Morgen,
I think the Yankees lost the pennant, didn't they?
where the tag shows us that the sentence really starts with "The Yankees ...", and the "I think" has just been stuck on as an afterthought.