we have embassies almost everywhere....the only exceptions I can name are cuba (mission only), iran (obvious), and DPRK (I think).
you lose nothing by having an embassy (unless marine guards let kgb agents in, etc), and by having one you can support espionage, diplomatic contacts, and in general keep talking to your adversary. Contrary to rhetoric here, you should always keep talking, even if you plan to bomb someone tomorrow..