(From the NSA Handbook)
Since a significant percentage of all espionage activity is known to be
conducted through foreign embassies, consulates, etc., Agency policy
discourages visits to embassies, consulates or other official establishments of
a foreign government. Each case, however, must be judged on the circumstances
involved. Therefore, if you plan to visit a foreign embassy for any reason
(even to obtain a visa), you must consult with, and obtain the prior approval
of, your immediate supervisor and the Security Awareness Division (M56).