updated 9/23/13
A valid visa stamp in your passport is required for re-entry. If your visa stamp has expired, you will need to go to a U.S. consulate or embassy ideally in your home country to apply for the new visa stamp. You may not renew your visa within the U.S.
Students. It is also advisable for continuing students to submit copies of transcripts or an academic advisor's letter stating that the student is making good progress toward the degree and explaining the nature of any research. You may also wish to obtain a personalized copy of this letter concerning "Fundamental Research At Stanford.". If you have any questions concerning this letter, please discuss them with an advisor at the I-Center.
Go here for important points to remember when applying for a nonimmigrant visa>>
Scholars. Supporting documentation may take the form of the Stanford invitation letter , correspondence in which funding is promised, bank statements and anything that may be needed to establish ties to the home country. This could be a contract for a job to be taken up at home up after the Exchange Visitor has returned from Stanford, evidence of property ownership, or anything else that would tend to suggest that the Visitor is likely to return home.
Whenever you apply to the U.S. consulate for a new entry visa stamp, you always run the risk that your application may be denied. It is not recommended that you apply for a visa stamp at a U.S. consulate in a country of which you are not a citizen. If you apply for a visa outside of your home country and are denied, you cannot enter the U.S. and must return from that country to your home country.
If you wish to attempt to apply for a visa in a country that is not your home country (as a "third country national"), you must first check with the embassy/consular office directly to see if they accept visa applications from third country nationals. Consular offices are not obligated to process visa applications from citizens outside their normal jurisdiction.