This paper addresses the distributed consensus protocol design problem for linear multi-agent systems with directed graphs and external unmatched disturbances. Novel distributed adaptive consensus protocols are proposed to achieve leader-follower consensus for any directed graph containing a directed spanning tree with the leader as the root node and leaderless consensus for strongly connected directed graphs. It is pointed out that the adaptive protocols involve undesirable parameter drift phenomenon when bounded external disturbances exist. By using the s modification technique, distributed robust adaptive consensus protocols are designed to guarantee the ultimate boundedness of both the consensus error and the adaptive coupling weights in the presence of external disturbances. All the adaptive protocols in this paper are fully distributed, relying on only the agent dynamics and the relative states of neighbouring agents.