How is anybody getting that close to an embassy unless the embassy is expecting them? They gotta put some space into the mix there.
usually the home country is in charge of external security and the marines are in the embassy.
It's a consulate, not an embassy, but putting that issue aside, check out the US embassy in Berlin. Bollards to keep from driving right up to the building, but the street is as close as the street was to the Murrah building in Oklahoma City, and one wall appears to abut a shopping center and an apartment building.