You can spend a semester of your junior or senior year in Hungary through the Budapest Semesters in Mathematics. You'll work in small groups with other talented students; the emphasis is on creative problem-solving. All classes are taught in English. The credits are transferable to OSU.
Hungary has a thousand-year history and a long tradition of excellence in mathematical research and education. As in most of the former Soviet bloc, living costs are modest. Budapest is a beautiful city--``Little Paris on the Danube''--and it is well worth a visit, especially today, when its politics and economics are changing so quickly.
For application forms and more information, see the Undergraduate Director. The program is also described here on the World Wide Web.