Before you plan travel to a country outside the United States, you should contact that country's embassy in the U.S. to ask for information and visa application materials for travel in that country. Travel will be allowed depending on political relations and treaty agreements with your home country and the country you wish to visit. Travel to countries outside the U.S. is not a U.S. Immigration issue.

Travel and Reentry into the U.S. to Resume Studies
Travel and Reentry to Resume OPT (Optional Practical Training)
Travel to Adjacent Countries and Islands