U.S. Embassy Islamabad issued the following Warden Message on February 21:
The U.S. Mission has received non-specific information regarding terrorist attacks, possibly suicide attacks, against U.S. interests or places frequented by westerners in the major cities in Pakistan, such as Islamabad, Karachi, Lahore, and Peshawar. Targets could also include Christian churches, markets, the diplomatic enclave and convention center (Islamabad), and other crowded areas. Americans are advised to take every precaution, avoid popular markets and restaurants, and vary routes and times.
The Embassy would like to remind the American citizen community of the need to stay alert, be aware of your surroundings, reduce travel to minimum acceptable levels, act self-defensively at all times. We remind American citizens that threats, protests and demonstrations may occur throughout Pakistan without prior notice or warning and to avoid all demonstrations and protests.
More information here.