I lost my passport in the US, and it has my O1 visa in it. I was supposed to go to London. Can I replace my US visa from London or do I have to go back to Australia?
The US generally prefers that applicants apply in their place of residence, but in most cases this is just a preference. Consular staff in an applicant's place of residence are in a better position to judge the applicant's circumstances. To replace a lost or stolen visa, or even an expired visa for someone who resides in the US, any convenient US consulate will do.