Just for example here are countries the US either has no embassy in, or they do have an embassy but for whatever reason they aren’t issuing visas etc.
The standard seems to be designating an embassy in a neighboring or nearby country as handling that countries citizens, but that assumes the other country will allow entry which is not at all a guarantee.
There are also some services like CRBA issuance which is handled usually in the country the US citizen parent and child reside in.
Some countries might designate an honorary counsel with powers to issue visas. Many countries these days forgo interviews and instead you fill out a form and deposit passport and visa at a courier service which then sends it to an appropriate destination. You get you passport mailed to you or collect it from the courier service when it’s time.
Visa interviews for anything are a waste of time IMO.
What is with the “limited” visa services in London? I mean, I know we had some contretemps in the late 18th and early 19th centuries, but I thought we were cool with all that now.
The Cayman Islands has a US Consular Office* but it cannot process visa applications. Cayman passport holders wishing to apply for a US visa (US$160 application fee) must travel to Jamaica (airfare, ground transport, hotel) to do so. But Cayman passport holders need a visa (US$102.40 application fee) to enter Jamaica. Fortunately for them they can apply for a Jamaican visa at the Jamaican Consulate in Cayman.
*A US Consular Office is not the same as a US Consulate.
Some have managed to travel to other countries with a US Embassy (The Bahamas, usually, since Cayman passport holders do not need a visa to travel there) but sometimes the embassy staff refuse to process the application and tell them they need to travel to Jamaica where the US Embassy processes visa applications for Cayman residents.
But normally if you cannot qualify for a Jamaican visa then you have no chance of getting a US visa.
*Technically, Cayman passport holders may be able to travel to the United States on a Cayman Islands Visa Waiver. A new waiver must be applied for for each trip. You must have a clean police record to qualify. The waiver is only valid for direct travel from Cayman to the US (cannot arrive in US from a third country). It saves the travel costs to Jamaica, but if you are planning to travel repeatedly then it is still best to make one trip every 10 years to Kingston to get a 10 year visa.