An agency is an organization which acts on behalf of others. There are commercial agencies, and government agencies. Dictionary.com defines 'agency': "an organization, company, or bureau that provides some service for another: a welfare agency". Actors, models, authors, sportspeople all have agents or agencies.
A bureau is agency within an agency. For example:
In the United States, government agencies include the United States Department of Homeland Security, which has the job of protecting U.S. citizens; the United States Department of Education, which sets certain rules for how U.S. schools are to be run; and the United States Department of the Treasury, which helps keep track of the nation's money supply.