Embassies, Consulates and Information Centers have been discussed since near the beginning of the CDS. This includes the CDS having them in other places in the SL world, and other communities having them in the CDS. One example of such a discussion is in this thread: http://forums.slcds.info/viewtopic.php?f=1&t=240
As can be seen in that thread, Caledon has for some time offered to have an Embassy exchange with the CDS. When Alexicon Kurka was Chancellor he put some work into it, but so far as I know it has never happened.
From the time Neualtenburg moved from the mainland and then became Neufreistadt, the community has maintained an "Infohub" on the sim of Anzere, in the place where the town of Neualtenburg was originally founded. There are several discussions about this Information Center in the forum, such as here: http://forums.slcds.info/viewtopic.php?f=20&t=771
If you would like to make a visit to it, the SLURL for it is: http://slurl.com/secondlife/Anzere/72/52/125
There is one Embassy in the CDS, for Europa in Neufreistadt. Its wonderful Ambassador, Klaus Wulfenbach, has added so much to our community I can not imagine the CDS without his presence.
At the SL6B, Second Life 6th Birthday celebrations, a very nice CDS Information Center was put together by our Chancellor Jamie Palisades. However, it was only temporary for that one event.
In June zaphod Enoch told me MunichSL wanted to have an exchange of Consulates with Neufreistadt, and was offering a really good spot near the Rathaus in their community for the CDS to have a Consulate, rent-free. If you would like to visit there, the SLURL is: http://slurl.com/secondlife/Munich%20City/65/193/40
Wanting to be helpful, I offered my office in Neufreistadt as a place where MunichSL could have its Consulate in the CDS, or to try to find someplace else for them if they would prefer. They responded where my office is would be a good location. I gave this information to our Chancellor Jamie Palisades, but since then have not heard he has done anything with it. When I later asked him about it, he told me this request by MunichSL for a Consulate in the CDS has gotten it fourth in line, behind three similar requests made by other communities in SL which have not yet been accepted. He did not tell me which communities these are, and I did not ask him.
This is everything I know about this topic. Hopefully others will add what they know and/or their thoughts.