In this note we give a result on the maximum sample excursions of Kiefer-Wolfowitz stochastic approximation processes. The method is applicable to other stochastic approximation procedures, and under other conditions than those assumed here. Let $y(x)$ be a scalar valued random variable with distribution function $H(y \mid x)$, where $x$ is a scalar valued parameter. Define $M(x) = \int yH(dy \mid x)$. Let $M(x)$ be continuous and have a unique local maximum at $x = \theta$ and let $a_n, c_n$ be sequences of positive real numbers satisfying \begin{equation*}\tag{1}\sum a_n = \infty,\quad\sum a_n^2c_n^{-2} \epsilon\rbrack 0$ and $\alpha > 0$. Then \begin{equation*}\tag{4}P\lbrack\max_{m \geqq n \geqq N} |x_n - \theta| > (1 + \alpha)|x_N - \theta| + \beta\rbrack \end{equation*} $< \lbrack(x_N - \theta)^r + \delta_{Nr}\rbrack/\lbrack \beta + (1 + \alpha)|x_N - \theta|\rbrack^r$ which can be made arbitrarily small by fixing $r$ sufficiently large, and then arranging $a_n$ and $c_n$ so that $\delta_{Nr}$ is sufficiently small. Aside from the intrinsic interest of (3) and (4), these results seem to have some practical usefulness in assisting in the choice of the $a_n$ and $c_n$ when there is more than one local maximum of $M(x)$, or if the process (2) is used to optimize the parameters of a physical system whose performance $(M(x))$ should not be reduced below some minimum level--the value of $x$ corresponding to this level may not be known. In both of these cases we may wish to limit the excursions to some given multiple or function of $|x_0 - \theta|$, with a high probability, while still being certain that $x_n \rightarrow \theta$ w.p.1.