Puerto Rico is a territory of the United States, it does not have enough sovereignty to host foreign embassies.

The United States Marine Corps (USMC) staffs State Department consulates and embassies abroad. These detachments are known as Marine Security Guards.

Department of State!

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Contact the nearest branch of the embassy of the country that issued the passport. Or visit the United States Department of State, http://www.state.gov for a list of the contact information for all embassies.

OSHA is a US Federal agency and therefore has jurisdiction in the United States of America, its territories, possessions and extra territorial facilities such as foreign embassies and certain military facilities.