More then a couple of years back, I was OK'd for OCONUS travel. My employer sent me through Anti-terrorism Awareness training, level 1. What I remember from the training and general advice:
-Make backups of any necessary papers like visas and passports and keep them on you.
-Don't advertise you're American or wear anything that could identify you as doing defense work. The guy wearing the green "USMC" t-shirt will be the first one killed if the plane is hijacked. For that matter, don't stand out.
-If the plane is hijacked, they will post guards at the front and the rear of the cabin. Take a window seat near the middle to minimise your chance of getting noticed.
-Upon your safe arrival at your destination, notify you're employer or the Consulate.
- If taking a taxi,take a taxi from the "official" taxi stand,
- If driving, rent a midsized sedan. SUVs are not common in most cities, and anything flashy will get you noticed for a possible profitable kidnapping
- Stay on the main streets. Do not take shortcuts through secondaries. Crowds offer protection.
-Upon arrival at the hotel, request a room between the second(?), and fifth(?) floor facing away from the street. The first floor is too easily accessible, and if you're too high, emergency services may not be able to get a ladder to you.
-Back the car into the stall. Pick a well lit spot near the hotel entrance.
-When getting into the car, perform a walk around, look under the car, under the hood, in the trunk, and in the cabin for evidence of tampering or explosives.
-When taking instructions by phone, do not repeat the instructions out loud. Somebody may be listening.
-If you see the same vehicle or person often, notify security, you may be being followed.
-If you notice a lapse of security, such as a door propped open, notify security.
- Stay on site as much as possible
- Cooperate with security and the local cops.
- If there is a delivery to your hotel room, ask them to leave the package with the front desk. Call the front desk and confirm that there was a delivery for you. The same goes for unexpected room service or guests. If something doesn't "feel" right, request a security escort.
- If you are taken hostage, don't talk politics with the hostage takers. For that matter, STFU. When/if a rescue attempt is made, hit the floor and stay there!
- If an assasination attempt is made while driving, GO! Moving targets are harder to hit. If you stay put, you're going to end up like Sonny Corleone. Always leave at least 8 feet of space in front of your car at lights to avoid being boxed in. If you have to jump the curb, hit it at less then 25 mph at a 30 degree angle.
- If you receive a package with incomplete or misspelled names, odd shaped, smells funny, or has wires sticking out of it, assume it's a bomb. Leave it where it is and get clear. Then call the cops. This applies at home as well as OCONUS.

There's probably more, but that's all I remember off the top of my head.