This study used a case study approach to examine how 30 Pennsylvania State University students used out-of-class experiences while studying abroad to enhance their learning. Students, who spent a semester or academic year abroad during the 1990-91 school year, were interviewed about their experiences. Three basic categories of learning activity encompassed the informants' detailed catalog of experiences: participant observation, personal interactions, and travel. Students related: (1) how direct interaction with the host culture enhanced their learning experience; (2) the importance of personal relationships in learning not only about the host culture but also about the relationship between stereotypes and individual identities; (3) the importance of travel as an out-of-class learning activity in its own right. To enhance the out-of-class learning experiences of exchange students, the study recommends that international programs build in experiential activities, monitor the quality of the exchange experience, develop appropriate pre-exchange orientation programs, prepare students for reflective observation, force critical thinking and reflection, and develop more exchange programs in nontraditional areas. (Contains 95 references.) (MDM)