Depending on which country you are planning to visit, you may also need to a visa. A visa is an official document issued by a foreign country, formally allowing you to visit. Visas are attached to your passport and allow you to enter a foreign nation.
Look through the State Department’s Country Specific Information to find information about your destination. You can research the entry and exit requirements, get more details about necessary documentation, and find out how to apply. You may be able to apply online, at that country’s U.S. embassy or even at the airport in the country itself once you get there.