Many user studies are now conducted outside laboratories to increase the number and heterogeneity of participants. These studies are conducted in diverse settings, with the potential to give research greater external validity and statistical power at a lower cost. The feasibility of conducting virtual reality (VR) studies outside laboratories remains unclear because these studies often use expensive equipment, depend critically on the physical context, and sometimes study delicate phenomena concerning body awareness and immersion. To investigate, we explore pointing, 3D tracing, and body-illusions both in-lab and out-of-lab. The in-lab study was carried out as a traditional experiment with state-of-the-art VR equipment; 31 completed the study in our laboratory. The out-of-lab study was conducted by distributing commodity cardboard VR glasses to participants; 57 completed the study anywhere they saw fit. The effects found in-lab were comparable to those found out-of-lab, with much larger variations in the settings in the out-of-lab condition. A follow-up study showed that performance metrics are mostly governed by the technology used, where more complex VR phenomena depend more critically on the internal control of the study. We argue that conducting VR studies outside the laboratory is feasible, and that certain types of VR studies may advantageously be run this way. From the results, we discuss the implications and limitations of running VR studies outside the laboratory.