Last time I checked, FBI was a government agency of the US that doesn't have jurisidction in other countries. How exactly do you think they are going to inverstigate on a foreign soil? All they can do is to ask for cooperation from a foreign government. Some will cooperate, but some will bluntly say to take a hike claiming they don't provide info on their citizens to foreign governments.
I mean spy work. May be it is the CIA then.