It is funny how informal some of these places can be. An Embassy is usually a huge building with a wall, security, and other distinguishing features. A consulate can be a lot less intimidating.
I was walking through a neighborhood in Toronto a few months back and there were consular offices for a few countries mixed in with the storefronts and houses. They had their own property, but you could walk right up to the front door, no security or gates or anything. They were basically just a big house, at least from the outside.