Yeah, in general they help citizens pretty well, and help citizens a lot more in dangerous places. Although to get US citizen services in Baghdad was really complex; despite it being inside a fairly secure area (the "Green Zone"), I wasn't allowed to carry inside, had to make an appointment a week in advance, etc. I ended up just making friends with people at a nearby heliport who had badges to escort me in. It turns out most of the extra security was because they had slightly better quality food than the nearby military bases, and were trying to keep military people and contractors from eating all of it.

The Embassies in Bangkok, Abu Dhabi, Kuwait, etc. were all excellent, however.