Again, every building has a Threshold, but most buildings which aren't homes have a Threshold of 0.
Now when speaking of Embassies (and Consulates for that matter) while their specific functions are going to be broadly the same, their details can be very different.
Take a US Embassy for instance. What most people think of as being the Embassy isn't actually the Embassy, but rather part of the Embassy compound. Most US Embassies will have the Residence, which is the official home of the US Ambassador, offices and in some cases quarters, for US diplomatic staff. There will be offices for the Defense and subordinate military/naval attaches, the Legal Attache (read FBI Special Agent in Charge) and possibly a CIA station chief as well. There will be a comm facility and the appropriate commo/crypto staff to operate it. There will could be guards in the form of a US Marine detachment and also possibly private military contractors. Lastly, there is usually some form of in-house medical staff.
Depending on which country the Embassy is located in, the Embassy could be an 'important' posting, which usually dictates the size of the staff. Also, particularly for important US posts in unfriendly/high risk areas, the compound can be a massive one. I could be mistaken, but I believe the US Embassy in Iraq is the largest US Embassy compound in the world, if not, it certainly is the largest one in the Mideast. This is because for safety reasons, all the staffing and garrison is basically quartered within the compound. Which makes the entire complex the home of several hundred people all surrounded by a protective wall, which draws to mind people living in a castle.
Now a new facility like that in Iraq is less than a decade old, so it wouldn't have much of a Threshold, even in the residential areas. Not to mention it's unlikely that any of the residents would have been there for a significant period of time.
However, some Embassy locations (for the US and other nations) could have been the location of an Embassy for some time. The official residence of the US Ambassador in Belgium is a case in point, since the building is 230 years old.
-Cheers