Many sets of Department of State records may be requested on interlibrary loan from the Center for Research Libraries.
Start with the Foreign Relations of the United States (FRUS), the official documentary record of US foreign policy decisions (Dept. of State site) or here (UW-Madison site), to identify the relevant record sets.
Here are some examples of record series available on microfilm:
Regenstein's holdings of Latin American and Caribbean census materials are extensive. To locate specific publications, use the "browse" search and the "subject" index.
Cuba -- census, 1931
According to the UK National Archives, starting in the late 1820s, "correspondence of particular significance began to be printed in several copies and distributed to officials in the Foreign Office, to the Cabinet, to other departments and to British missions abroad. These copies were known as confidential print. By 1906 nearly every important despatch or telegram was printed routinely. These documents are a good way to gain a summary overview of Foreign Office political correspondence before accessing the extensive holdings in the main general correspondence series described [on the National Archives site]."