A foreign nation's embassy is considered to be sovereign soil, in other words crossing through the embassy gates is no different than being in the country itself. Ergo the United States government, or any US law enforcement agency, does not have any jurisdiction inside the walls of a sovereign nation's embassy, law enforcement or military personnel crossing the embassy boundary without permission could be considered an act of war. So it would be impossible to get a search warrant for the embassy of Nanda Parbat as Detective Gordon suggests.
Det. Gordon and Bruce visit the grandson of the Natural History Museum's historian at the office of Historical Records. The word "historical" on the office door is misspelled.