Go to www.usgovernment.gov to find out just about anything about US Government. It does list all the "Departments", if by Department you mean Cabinet level departments. However it will take lots and lots of digging to get all agencies of the US, because there are agencies within departments and bureaus within agencies.
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In the USA, Nebraska and Maine.
In the US it is the secret service. They are part of the Treasury Department. In other countries then various government or military departments carry out a similar role.
USA
If you are in the USA, you will find out on Jan 20th 2009
Chairman of the Constitutional Convention, Commanding General of the Army, and President of the USA