The United States Government says it has received a "specific" threat of a possible attack against American interests in Bahrain.
Bomb attacks in Turkey killed more than 60 people
It has warned US citizens to avoid places in the Gulf kingdom frequented by Westerners.
In Turkey, police warned of possible attacks on US and Israeli interests and urged people to be vigilant.
The Bahrain alert comes after cities across the US tightened security amid intelligence warnings of attacks.
The warning was issued by the US embassy in the capital, Manama.
"The United States Government has received terrorist threat
information specific to Bahrain," the AFP news agency quoted it as saying.
"The US embassy in Manama encourages all American citizens to avoid places where Westerners are known to congregate and to reduce unnecessary travel.
Saudi Arabia has seen several devastating bombings
The island state of Bahrain, with a population of 724,000, is a key US ally in the region and home to the US Navy's Fifth Fleet.
In Turkey, police warned several private businesses and banks in Istanbul to beef up their security measures and report any suspicious activity, Reuters news agency reported.
Intelligence indicated that militants - possibly linked to the al-Qaeda network - had infiltrated the country and completed preparations for an attack, the Associated Press news agency reported, quoting leaked police documents.
The city's popular Akmerkez shopping mall was specifically mentioned as a possible target, police added.
More than 60 people were killed in Istanbul last month in two waves of suicide bombings which targeted two synagogues and British interests.
Iran has also stepped up security around several foreign embassies in Tehran - including those of Switzerland, Britain and Turkey - after receiving threats in the name of al-Qaeda, the AFP news agency reported.
The BBC Washington correspondent Rob Watson says that what is striking about the Bahrain warning is that it is so specific.
However, he adds that such warnings in the region are hardly unprecedented.
Only last week, the US embassy in Saudi Arabia offered to fly home non-essential diplomats and their families in the face of heightened security concerns.
The US Department of State issued a worldwide caution to American citizens at the weekend over the potential of attacks by Osama Bin Laden's al-Qaeda network and allied groups.
It warned them of "increasing indications that al-Qaeda is preparing to strike US interests abroad".