The government (including the FBI, CIA, Customs Service and the Library of Congress) is one of the largest employers of people with foreign language skills. Foreign language majors can also go into arts and entertainment by working at museums, book publishers, university presses and film companies, or into commerce and work at American firms abroad or international firms in the U.S.
Travel, tourism, service and education are also popular industries for foreign language graduates. Try to become as accustomed to the culture of the language(s) you're studying as possible, in any way possible, from studying or working abroad to renting foreign language movies and books.