There's not a lot of information yet available as I write this (Thursday night). As we get more, we'll try to update the story.
Reuters: (h/t aangus)
An explosion ripped through the U.S. embassy compound in central Athens on Friday, a police source said.
It was not clear what caused the blast and there was no immediate word on whether there were any casualties.
Police cordoned off all roads around the embassy.
According to MSNBC, there are no immediate reports of injuries.