Usage patterns
〈場所〉の大使館the embassy of (a country)
Japan's embassy is in London.
大使館に行くto go to the embassy
I went to the embassy to get my passport reissued.
大使館でビザを申請するto apply for a visa at the embassy
I applied for a visa at the American embassy to study abroad.
大使館に相談するto consult the embassy (about a problem)
If you run into trouble abroad, first consult the embassy.