Physical Danger
How do you pronounce "Benghazi?" We ought to also mention that as this column was being written, the U.S. evacuated its embassy in Yemen because hardline militants essentially overran the capital city of Sana'a. And as long as we're on the subject, the civil service folks in our embassy in Tehran in 1979 had a pretty tough year.
We're not going to recount all the details here or list all the other tragedies that have befallen State Department personnel, because you have an Internet connection (otherwise you wouldn't be reading this) and can look them up yourself. If you're serious about the Foreign Service, you'd do well to read up on these events.
In all fairness, the answer to the question of whether there is physical danger, as is so often the case, is it depends. Are you assigned to Yemen, Kabul, Sudan, Iraq, or Papua New Guinea? Then yes, there could be some physical danger. Are you assigned to London, Vienna, or Australia? Then other than typical big city danger, no.