If you wish to travel outside the U.S. and re-enter during your approved appointment period, you should be sure to have the following things at the time you re-enter the U.S.:
If you are traveling with your dependents, make sure that you carry all items listed above, and that they possess a valid passport with valid O-3 visa stamp for re-entry. If they need an O-3 visa, they must also present to a U.S. consular official proof of relationship to you (i.e., a marriage or birth certificate), documentation showing financial support (this can be a brief letter from you if you intend to support them on your salary along with copy of your employment letter), and your original I-797 approval notice for O-1 status (or their original I-797 showing proof of O-3 status if they ever obtained one). If they are applying for an O-3 visa independent of you and do not have their own original I-797 approval notice for O-3 status, they should submit a photocopy of your I-797 H-1B approval notice.
Canadian citizens do not need a visa stamp to enter the U.S. However, Canadians must submit to an immigration official at the U.S. border the following items: a valid passport, the original O-1 approval notice (Form I-797), photocopy of Form I-129, photocopy of the Labor Condition Application, photocopy of the letter of appointment, and any other documents instructed by the immigration official to obtain appropriate O-1 status on their I-94.
When the immigration inspector notes your I-94 information upon re-entry into the U.S., be sure to check at that time that it is noted with the correct visa status in which you are intending to enter the U.S. (If, for example, you are an O-1 professor and the immigration inspector notes "B-2" on your I-94 information, you will not be eligible to work!)
Most O-1 scholars do not need a new U.S. visa to return to the U.S. after visiting Canada or Mexico due to a process known as Automatic Revalidation. If you travel to Canada or Mexico, for 30 days or less, you do not need a new visa stamp even if your current one has expired if you:
Automatic revalidation of visa does NOT apply if the scholar:
Note: Citizens of some countries may need a visa to enter Canada or Mexico. Please check to see if citizens of your home country are required to have a visa stamp (e.g. a Canadian tourist visa) to enter an adjacent country.