Welcome to the club...
Our Lord and Savior Jesus is insulted and ridiculed all the time.
The difference is, we don't burn buildings or kill people over it.
The Associated Press reports that embassy officials say there was no staff inside at the time.
Reuters reports that protesters tried to raise a black flag carrying the slogan: "There is no god but Allah and Mohammad is his messenger."
The news agency says about 2,000 protesters have gathered outside the embassy and about 20 have scaled the walls.
The AP says the protesters were largely ultra-conservative Islamists.
Iran's FARS news agency says the film is the work of a group of "extremist" members of the Egyptian Coptic Church in the United States.
Al Ahram online says the film is reportedly being produced by U.S.-based Coptic-Christian Egyptians, including Esmat Zaklama and Morees Sadek, with the support of the Terry Jones Church in the United States.
The U.S. ambassador to Libya and three embassy staff were killed in an attack on the Benghazi consulate and a safe house refuge, stormed by Islamist gunmen blaming America for a film they said insulted the Prophet Mohammad.
Gunmen had attacked and set fire to the U.S. consulate in the eastern city of Benghazi, the cradle of last year's uprising against Muammar Gaddafi's 42-year rule, late on Tuesday evening as another assault was mounted on the U.S. embassy in Cairo.