We analyze the coset model $(E_2^c \ti E_2^c)/E_2^c$ and construct a class of exact string vacua which describe plane gravitational waves and their duals, generalizing the plane wave background found by Nappi and Witten. In particular, the vector gauging describes a two-parameter family of singular geometries with two isometries, which is dual to plane gravitational waves. In addition, there is a mixed vector-axial gauging which describes a one-parameter family of plane waves with five isometries. These two backgrounds are related by a duality transformation which generalizes the known axial-vector duality for abelian subgroups.

27 pages, Latex, CPTH-A299.0494