It is recommended that you travel outside the U.S. only if you have all the documents related to your U.S. immigration status in order prior to departure. If in doubt, please do not hesitate to see a staff member in the International House for assistance. Basically, you need a valid visa in your passport that matches the non-immigrant status you hold.
F-1 students must have a valid F-1 visa stamp and a recently endorsed valid I-20 form, including proof of financial resources (bank statement or letter of support from WPI). The same applies to J-1 students, except they need the form DS-2019 instead of an I-20 Form. H-1B visa holders need a valid approval notice and an up-to-date employment letter in addition to a valid H-1B visa.
If You Need a New Visa
If your visa has expired or if you have changed your non-immigrant status while in the U.S., you will need a new visa stamp from a U.S. Consulate abroad in order to re-enter the U.S. Please note that the visa stamp in your passport is not an indication of your status in the U.S.; you only need to be concerned about an expired visa when traveling outside the U.S.
When applying for your visa, you need to be prepared for possible delays for various reasons. Unfortunately, there is very little that can be done to speed up the process due to security background checks. Furthermore, in some countries you might have a wait to get an appointment. It is always a good idea to start out by checking the website for the U.S. Consulate in the city where you plan to apply for your visa.
Special Rules for Traveling to Canada
It is possible to travel to Canada with an expired U.S. visa if your purpose for that visit is for pleasure (tourism) and the visit is for less than 30 days. This is a special travel agreement between the U.S. and Canada for students studying in the U.S. called "automatic revalidation." Depending on your country of citizenship, you may need to apply for a Canadian visitor visa.
If you wish to apply for a new visa from a U.S. Consulate in Canada, you must schedule an appointment. You should note that if your application for a new visa from a U.S. Consulate in Canada or Mexico is denied, you must return to your country of residence and apply for the visa from there. Automatic revalidation is not possible if you start the process for getting a new visa in Canada.
The rule regarding automatic revalidation of an expired visa for the purpose of re-entry from Canada does not apply to nationals of the following countries: Iraq, Iran, Syria, Libya, Sudan, North Korea, and Cuba.
Similar regulations apply when traveling to Mexico.