This week they were standing under the famous statue of Christ the Redeemer that overlooks Rio in Brazil.
But it's not the only place the lucky Obama girls have visited.
With a US President for father, Barack and Michelle Obama's two daughters have travelled the world, visiting France, Ghana, Britain, Kenya and Indonesia amongst others.
And the first family have met some of the most prominent world figures during their globetrotting, giving them an unique insight into the countries.
Sasha must have been delighted last year by the warm welcome she was given in Spain by King Juan Carlos, Queen Sofia and Princess Letizia.
All the news as Duchess Kate's due date draws close...