你所说的，美国大使馆，应为美国领事馆 （consulate）。
加拿大公民可以不去美国领事馆申请，If you are a Canadian citizen, then you are not required to apply for a TN visa at a U.S. consulate.
墨西哥公民必须去美国领事馆。If you are a Mexican citizen, then you are required to obtain a visa to enter the United States as a TN nonimmigrant. You should apply for a TN visa directly at a U.S. embassy or consulate in Mexico.
