You are allowed to travel within the United States as you wish. There are no restrictions on travel within the United States (including travel to Hawaii, Alaska, or any U.S. territory), and no special documents are required.
It is important, however, that you and your dependents carry your passport and visa documents with you when traveling in the U.S. in case you need to present them to law enforcement officials. This is essential if you will be traveling near the border to Canada or Mexico.
You should bring the following:
- Passport
- I-20
- I-94 card
- Proof of health insurance
- Documentary evidence of funding