From the official website:
http://yemen.usembassy.gov/embclosed.html
Note: The following text is a quote:
http://yemen.usembassy.gov/embclosed.html
PRESS RELEASES
Embassy Closed in Response to Security Threat
January 03, 2010
The U.S. Embassy in Sana’a is closed today, January 3, 2010, in response to ongoing threats by Al-Qaeda in the Arabian Peninsula (AQAP) to attack American interests in Yemen.
On December 31, the U.S. Embassy sent a warden message to Americans citizens in Yemen to remind them of the continuing threat of terrorist actions and violence against American citizens and interests throughout the world. The U.S. Embassy reminds U.S. citizens to maintain a high level of vigilance and to practice enhanced security awareness.
All warden messages are posted on the U.S. Embassy website: yemen.usembassy.gov