All U.S. Embassies are guarded by U.S. Marines. That is the mission of the Marine Security Guard Battalion. To learn more about the MSG mission, and how to become an MSG, cruise around their website:
MSG BATTALION, 4th MEB (AT) (Don't sweat the pop-up about needing a security certificate)
Once you kick around on this site, then feel free to come back and ask questions - might be better handled on the Marine section of this forum, though.