NOT true.
There is an Embassy in most every country that the US has diplomatic relations with. Which is most of them, and probably any that you would cruise to.
Each Embassy has a Consular section that can help you. The US Embassy is in the capitol city of the country. In addition, there are Consulates in some cities, such as in Mexico. The Embassy is in Mexico City, but there are Consulates in Tijuana, Nogales, Hermosillo, etc. They also provide consular services, such as emergency passports.
There are a few countries, such as Sao Tome and Principal, that only has a office. Our interests are represented by the Embassy in Libreville, Gabon.
There are not countries with a Consulate and not an Embassy.