This proverb relates to following local customs when away from home. It is something I believe strongly in; that when travelling you should really try out the things that the locals do. Try their food, drinks, nights out and language.

走乡随乡
zǒu​xiāng​suí​xiāng​
To follow local customs

The popular English variation of this Chinese proverb is: 'When in Rome, do as the Romans do.'