If the alien's marriage to the U.S. citizen was contracted outside of the United States, the alien is applying in the country in which the marriage took place, or if there is no consular post in that country, then at a consular post designated by the Deputy Assistant Secretary of State for Visa Services to accept immigrant visa applications for nationals of that country.
If you were married outside the United States, your wife needs to use the U.S. embassy in the country where you were married unless that country does not have a U.S. embassy. For example, if you were married in Iran, you would use the U.S. embassy in Turkey since, there is no U.S. embassy in Iran.