Most existing research on domain generalization assumes source data gathered from multiple domains are fully annotated. However, in real-world applications, we might have only a few labels available from each source domain due to high annotation cost, along with abundant unlabeled data that are much easier to obtain. In this work, we investigate semi-supervised domain generalization (SSDG), a more realistic and practical setting. Our proposed approach, StyleMatch, is inspired by FixMatch, a state-of-the-art semi-supervised learning method based on pseudo-labeling, with several new ingredients tailored to solve SSDG. Specifically, 1) to mitigate overfitting in the scarce labeled source data while improving robustness against noisy pseudo labels, we introduce stochastic modeling to the classifiers weights, seen as class prototypes, with Gaussian distributions. 2) To enhance generalization under domain shift, we upgrade FixMatchs two-view consistency learning paradigm based on weak and strong augmentations to a multi-view version with style augmentation as the third complementary view. To provide a comprehensive study and evaluation, we establish two SSDG benchmarks, which cover a wide range of strong baseline methods developed in relevant areas including domain generalization and semi-supervised learning. Extensive experiments demonstrate that StyleMatch achieves the best out-of-distribution generalization performance in the low-data regime. We hope our approach and benchmarks can pave the way for future research on data-efficient and generalizable learning systems.