Since I mainly research within British Isles records, I then go straight to 'United Kingdom and Ireland' - so far, so good, and there are about 100 record sets to choose from. But many Brits spent time out of the country, inconveniently marrying, having children or dying while overseas. Records of these events can be very hard to track down, as they might be in a variety of places (or not recorded at all). This kind of research is never going to be easy, but there are some some very useful records in FamilySearch, if you know where to look. If, instead of clicking on 'United Kingdom and Ireland' (or any other region) you go to 'All record collections' you will see, on the right, a full alphabetical listing from Alabama to Zimbabwe, and on the left under 'Place' a list of eleven regions (count them - ELEVEN).
As well as the geographical groupings that you saw on the home page, there is also a category called 'Other'. I just love categories called 'other', 'miscellaneous' or 'supplementary' and so on. They are just begging to be explored, you never know what you are going to find there. In this case you will see the Family Group Records Collection, Archives Section 1942-1969', the old IGI and three 'World Miscellaneous'collections - Births and Baptisms, Deaths and Burials,and Marriages. Not only 'Other' but 'Miscellaneous' too! Unfortunately there is no easy way of finding out what registers or record sets are included, as each description contains the customary 'Only a few localities are included and the time period varies by locality.' If you follow the 'Learn more' link there is a coverage list which gives a little more detail. This varies from 'Connecticut, New London' to 'China', but still leaves over 300,000 entries under 'World miscellaneous'.
Lacking any more helpful detail, I used my fall-back tactic of searching for a common name to see where the results come from. Predictably, there are quite a lot of Smiths, more than 2500 results, in fact. The results on the first page are from China, New Zealand and Romania. Some of the China entries contain the useful extra descriptive information 'British Consulate', but to find out the actual source you need to dig a little deeper. If you expand an entry you may find some extra details, but the really useful one is the 'source film number', right at the bottom. This is enough to locate the film you need at a FamilySearch Centre (or Center, depending on your continent) or the Family History Library but you want to know what you are going to be looking at, right?
You can find this out using the Library Catalog (or Catalogue, depending...etc) and I usually have this open in another window or tab to save time. Under 'Search for' select 'Film numbers' and away you go. I searched for film number 1494353 from a 1904 baptism entry in Bucarest,
There are two registers on this film, here is the full description of the second one, Consulate Registers 1851-1948:
By now you have done an awful lot of clicking, but it is well worth it, for any entry on FamilySearch, not just the 'Others'. The Notes section tells you where the original is held, and in this case it also gives the document reference. This is what you should include in your source citation, noting of course that at this stage you have looked at a (partial) transcript, and not the original. As I expected, these registers are in the Public Record Office - now The National Archives (TNA). The document references are helpful, FO 625/2-4, 6 if you want to view the originals at The National Archives,which may be more convenient for you than a FamilySearch Centre (it is for me, but then I work there!). I you are unfamiliar with the referencing system, the above is not a single reference but four - FO 625/2, FO 625/3 and so on.
A number of Consulate Registers are indexed in FamilySearch, though by no means all of them, but I haven't figured out a sure-fire way of working out exactly which ones are included. The 'search-by-Smith' technique isn't guaranteed to find everything. I found these records by accident because I like exploring, and although you might find an entry for your ancestors using the 'Search everything then filter' method, you might not.
Apart from the Consulate Registers there are some other useful resources for the British overseas, or at sea in these World Miscellaneous collections. There are lots of entries from the major collection of Church of England overseas chaplaincy registers, formerly held at Guildhall Library, but now at the London Metropolitan Archives and much more besides. Why not have a look, who knows what you might find?