If you're an American traveling in North Korea, you call up the Swedish Embassy if in any type of danger
The US Department of State describes North Korea as a highly militaristic, communist state and advises Americans against traveling there. The US does not maintain diplomatic or consular relations with North Korea, which means that there is no US embassy there.
The Swedish embassy, which is located in North Korea's capital, Pyongyang, acts as the United States' interim protecting power. As such, it provides basic consular services for US citizens traveling in North Korea.
The State Department asks US citizens to check in with them before entering North Korea so that they can keep them up to date on any announcements or emergencies. If a US citizen was to get in trouble while in North Korea, their best bet would be to go to the Swedish Embassy as it is their protecting power.