The United States has ordered non-essential diplomatic staff and their families to leave Sudan and Tunisia.
In a statement, the state department also urged US citizens in Tunisia to make their way out of the country.
The US embassies in the Tunisian and Sudanese capitals have both been attacked in the wave of anti-US protests in the Muslim world over an anti-Islam film made in the US.
Earlier, Sudan refused to allow the US to send Marines to protect its embassy.
Sudanese officials said the country's security forces were capable of providing protection to the embassy.
Three people were killed when the US embassy was attacked in Khartoum on Friday. The German and UK missions were also singled out by protesters.
The state department said the Sudanese government had "taken some steps to limit the activities of terrorist groups", but that elements remained and had threatened to attack Western interests, the BBC's Paul Adams in Washington reports.
Americans were also warned against all travel to Tunisia, after two people lost their lives during attacks on the embassy in Tunis and a neighbouring American school.
"US citizens remaining in Tunisia should use extreme caution and avoid demonstrations," it said.
Several other people have been killed across the Middle East and north Africa since the protests over the film erupted on Tuesday. The US ambassador to Libya, Chris Stevens, and three other US officials died when the consulate building in Benghazi was attacked and set on fire.
The US and Canadian announcements came as Al-Qaeda in the Arabian Peninsula called for fresh attacks against Western embassies.
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