Additional police guarded the U.S. Consulate in Monterrey on Monday as investigators analyzed a security video in search of assailants who shot at the building and threw a grenade that failed to explode. Two men attacked the consulate in northern Mexico about midnight Saturday when it was closed, the consulate said in a statement. Nobody was hurt in the assault, which left the gate pockmarked. Six spent .45-caliber casings were found at the scene.