The obvious nearby destination is of course Washington, D.C., the capital of the U.S., home to a mind-bogglingly long list of attractions, some of which are a either short drive down Connecticut Ave or a ride on the Metro's Red Line. The National Zoo, the Hillwood Estate, the Uptown Theatre, and the National Cathedral are all within easy striking distance from Bethesda. If you are east of Rock Creek Park by Silver Spring or Takoma Park, it's a short drive down Blair Rd to North Capitol St to get to D.C.'s Little Vatican to see the National Shrine. To get to the National Mall, or the city's principal wining and dining centers, you'll have to travel a bit further, but the Metro will take you right there without hitch.
There is more to see other than the obvious neighbor to the south, though. Baltimore is a city very rich in history, museums, and seafood, and is a very short trip up I-95. Staying even closer to Montgomery County, try going east on the Beltway into Prince George's County to see the Nasa Goddard Visitor Center at Greenbelt, or Six Flags Amusement Park in Largo.