Article 22 of Vienna Convention on Diplomatic Relations 1961 states this about countries' embassies:
The premises of the mission shall be inviolable. The agents of the receiving State may not enter them, except with the consent of the head of the mission.
The receiving State is under a special duty to take all appropriate steps to protect the premises of the mission against any intrusion or damage and to prevent any disturbance of the peace of the mission or impairment of its dignity.
The premises of the mission, their furnishings and other property thereon and the means of transport of the mission shall be immune from search, requisition, attachment or execution
Does this apply to UN headquarters in New York City?
Does this apply to other UN buildings around the world?