Information from the National Archives - TNA
Indexes to the Registrar General's statutory returns of births and deaths of Britons at sea from July 1837 onwards, British Consular returns of births, marriages and deaths of Britons abroad after July 1849, United Kingdom High Commission returns of births and deaths from the date of independence of each Commonwealth country, and marriages there from 1981 onwards can be searched at the Family Records Centre. There are also various indexes to military, naval and Royal Air Force births, marriages and deaths of personnel and their families abroad (including deaths in the Boer War, First and Second World Wars), and to births and deaths on civilian aircraft from 1947. Microfiche copies of the indexes to 1992 are available at The National Archives. Applications for certified copies of the entries can be made in person, directed to the Overseas Section, General Register Office (PO Box 2, Southport, Merseyside PR8 2JD, 0151 471 4801, online at www.gro.gov.uk
Other miscellaneous statutory and non-statutory returns of births, baptisms, marriages, deaths and burials of Britons at sea or abroad are held by The National Archives. The Registrar General's records are indexed (in a fashion), 1627-1960, in RG 43, microfilm copies of which are available at both the Family Records Centre and The National Archives, together with the registers themselves, in RG 32, RG 33, RG 34, RG 35 and RG 36. Few of the entries date before the nineteenth century. These records are unlikely to include countries within the British Empire / Commonwealth and may also be written in a foreign language.
You can search some of these on microfilm in Family History Centres, where you may have to pay a small fee to hire them in. Consult the online Family History Library Catalogue at http://www.familysearch.org for updated details of holdings.
Registers of births and deaths at sea between 1854 and 1891 of Britons and other nationals are available on microfilm in BT 158, BT 159 and BT 160, at the Family Records Centre and The National Archives. Later registers, from 1891 to 1972, are in BT 334. For more information see the Research Guide Births, Marriages and Deaths at Sea.
There are many other National Archives series in which births, marriages and deaths of Britons abroad may be found. Look first at A Bevan, Tracing Your Ancestors in The National Archives, chapter 8 (7th revised edn 2006), which cross-refers to The British Overseas (Guildhall Library Research Guide 2, 3rd (revised) edn 1994), or consult the Dictionary of Genealogical Sources in the Public Record Office, by S Colwell (Weidenfeld and Nicolson, 1992).