Travel

You can always leave the United States. To return, you must have:

It is helpful, but not required, to also carry your financial information that matches the information on the front of the I-20 or DS-2019 and a current schedule of your classes and proof of tuition payment. You can also carry a transcript showing you have abided by the regulations by attending classes full time.

I-94 Arrival and Departure Record

All non-immigrants will get an I-94 to prove they entered the U.S. legally.  In most cases it will be an electronic I-94. You can retrieve your I-94 number from the Official I-94 website

If you are crossing a land border, you will get a paper I-94 which is called a departure card.  It looks like this: 
paper I-94 departure card

While it looks unimportant, it is very important so put it in a safe place and don’t lose it. If the entry is not recorded, it will cost $445 to replace. The I-94 proves you entered the U.S. legally.

Travel Signature

You must plan in advance to get a travel signature. You can request a travel signature in iStart at any time, whether you are traveling or not. The signature is valid for one year as long as the DS-2019 is valid and you are in ACTIVE status. You must request the travel re-entry signature in advance through iStart. Within one day or two, you will get a response to your request. In most cases, you will be approved . In some cases, you may not be approved if, for example, your address in LionPath doesn’t meet SEVIS standards, or you haven’t scheduled classes for the next semester when you are eligible to do so.

Visas

Your visa is the stamp in your passport.  If your visa is valid (not expired) and has more entries (such as “multiple” entry), you can leave the U.S. and return in J-1 status. If your visa has expired or you changed status within the U.S. and don’t have a visa to match the new status, you must apply for a new visa before re-entry.

Visa expiration and extension
As long as you remain in the U.S., you do not need a valid visa.  You only need the visa when you are trying to enter the U.S. and you must apply outside the United States.

Travel to Canada, Mexico, or one of the islands adjacent to the U.S. (except Cuba)
There is a special provision in the regulations that allows those individuals who are in valid status within the U.S. to travel and return from Canada, Mexico, or one of the islands adjacent to the United States (except Cuba) even if the visa has expired if all of the following conditions are met:

What are the "adjacent islands"? 

Remember: Other countries may require visas.
You may need a visa to enter the country you intend to visit, including Canada, Mexico, and the islands listed above.  Check with the consulate for the country you plan to visit.

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