We present a number of D = 4 bosonic and heterotic string solutions wi
th a covariantly constant null Killing vector which, like the solution
of Nappi and Witten (NW), correspond to (gauged) WZW models and thus
have a direct conformal field theory interpretation. A class of exact
plane wave solutions (which includes the NW solution) is constructed b
y 'boosting' the twisted products of two D = 2 'cosmological' or 'blac
k-hole' cosets related to (G x G')/(H x H') (G, G' = SL(2, R) or SU(2)
; H, H'= SO(1, 1) or SO(2)) gauged WZW models. We describe a general l
imiting procedure by which one can construct new solutions with a cova
riantly constant null Killing vector starting with known string backgr
ounds. By applying a non-abelian duality transformation to the NW mode
l we find a D = 4 solution which admits a covariantly constant null Ki
lling vector but is not a plane wave. Higher dimensional bosonic backg
rounds with isometries can be interpreted as lower dimensional ones wi
th extra gauge fields. Some of them are at the same time solutions of
the heterotic string theory. In particular, the NW model represents al
so a D = 3 gravi-electromagnetic heterotic string plane wave. In addit
ion to the (1, 1) supersymmetric embeddings of bosonic solutions we co
nstruct a number of non-trivial (1, 0) supersymmetric exact D = 4 hete
rotic string plane wave solutions some of which are related (by a boos
t and analytic continuation) to limiting cases of D = 4 heterotic blac
k hole solutions.