If you work with american co-workers then learn to watch Football(not soccer). I have worked with different companies and they just LOVE to talk about football, draft picks, QBs etc. Football season is coming in fall so it's best time to update your knowledge. It's the best way to mingle with them. Later you will love this game.
Many friends of mine love cricket and soccer. I am not against those sports and I love them too but people over here do not watch those games and not interested at all.

Also magorkhe1 said never bring your own lunch. This will just alienate you from the co-workers. Go lunch together. It will cost you few extra $ but it's worth it. You may be very fresh to US corporate world but after 2-3 years you will know that social connection is the most important skill to climb corporate ladder. But that doesn't mean you should stop learning new technologies. Yes you surely do but my point is social connection skill is as important as technical skills.

These days, just having superior technical knowledge is not enough. You should be socially attached to co-workers.
If you have old co-workers then always listen to them until they finish talking. They get very agitated if someone cut while they are talking. Never ever make a judgement based on race & color.

When I start working with my co-worker I always start my discussion with sports. This helps to make us comfortable.