As a tourist, it is crucial that you understand what your own embassy (the embassy of the country of which you are a citizen) can and cannot do. Generally speaking, embassies won't be much help in emergencies if the trouble you're in is even remotely your fault.
Remember that you are bound by the laws of the country that you are in. Your embassy will show little sympathy if you end up in jail after committing a crime locally, even if such actions are legal in your own country.
In genuine emergencies you might get some assistance, but only if other channels have been exhausted. For example, if you need to get home urgently, the embassy would expect you to have insurance. If you have all your money and documents stolen, the embassy might assist with getting a new passport, but a loan for onward travel is almost always out of the question.
Embassies and consulates are located in Western European capitals and major cities.
You can find locations online at the following websites:
New Zealand (www.mfat.govt.nz)
United Kingdom (www.gov.uk/fco)
United States (https://travel.state.gov)