NYC EXPERIENCED IMMIGRATION ATTORNEYS www.myattorneyusa.com; email: email@example.com; Phone: (866) 456-8654; Fax: 212-964-0440; Cell: 212-202-0325. The information contained in this answer is provided for informational purposes only, and should not be construed as legal advice on any subject matter.
You can travel to Canada, Mexico or the Caribbeans for the visa. Make sure you contact the consulate first so they would not subject you to a long wait.
Make sure that you contact the Consulate in advance to see if they will take applications from third part nationals and if they will take your case. For example, so consulates in Canada or Mexico do not like to see first time H-1B applications from someone that has been in the U.S. on a B-1 or B-2.
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