The Smart Traveler Enrollment Program (STEP) is a free service offered for US citizens that are traveling or living abroad to enroll their trip with the nearest US Embassy or Consulate.
Benefits of enrollment are the ability to receive information from the US Government on problems or safety issues in your destination country, the ability for family and friends to get help locating you in case of emergency, and for the Embassy to reach you with emergency alerts.
More information and enrollment can be found on the US Department of State, Office of Consular Affairs website.
Canadian Residents can register for similar services on Government of Canada site
To get help for British Nationals overseas, check out the UK Government site
Help for EU citizens traveling abroad on the EU Commission website
Citizens of Ireland can register with The Department Of Foreign Affairs and Trade
Citizens of Australia can find assistance at the Smart Traveller Government site
While I realize not every government consulate or assistance abroad page is listed here, remember that you can always search for the consulate or embassy of your choice and look over their travel abroad warnings, opportunities for registration, and additional services.
*If you are a citizen of a country not yet represented here, please feel free to contribute links and appropriate related information in the comments below. Thank you for participating.