I have an I797 for a P-1. I want to travel outside the U.S. Can I book an appointment in the U.S to get my visa before I travel?

Visa are issues only at consulates. If you do not have visa stamp and planning to fly, you need to make an appointment with U.S consulate whichever country you are from.

Visas can only be issue by a US Consular Officer, abroad. I'm guessing that you last entered on a B visa and changed to P. Thus, you don't really have a visa at present. Yes, it would be good to plan a visit to the US Consul in your homeland during your vacation.

You may obtain the visa at any US consulate outside the US that will accept you for consular processing. The US consulate in your home country does have to accept your application. You may not apply in the US.