Windows Remote Desktop breaks Alt + Tab in Fullscreen
I think this may be a dupe of Keyboard-Only navigation between Full-Screen MS Remote Desktop remote system and local system
You can get back out of fullscreen mode by using Ctrl + Alt + Break again. It toggles between fullscreen/non-fullscreen. Once you are back out of fullscreen mode, Alt + Tab will work locally.
A nice enhancement would be some way to Alt + Tab out of the RDP session without leaving fullscreen. I find Ctrl + Alt + Break followed by Alt + Tab to switch to the application I want to use followed by Alt + Tab to get back to the RDP session followed by Ctrl + Alt + Break to toggle fullscreen again to be extremely cumbersome.
I spend most of the day in RDP, so I want to share the love.
To alt tab in RDP, you use Alt PgUp adn Alt PgDn.
Alt HOME displays the Start menu.
CTRL ALT BREAK switches between a window and a full screen.
ALT DELETE is the same as Ctrl ALT Space.
CTRL ALT NumMinus places a screenshot of the active window, within the client, in the clipboard. Similar to Alt PrtScrn.
Ctrl ALT NumPlus Screen shot of the entire Client's screen in clipboard, similiar to PrtScrn
Another helpful tool is to save RDP files, so you can get multiple resolutions. Sometimes I want to fire up a computer in fullscreen. I have a "full screen" RDP file for that computer. Sometimes I want to fire it up at a smaller resolution. I just click that RDP file instead.
Depending on your operating system, "Ctrl + Alt + Home" will bring you back to your local machine, you can then "Alt + Tab" or use "Winkey + T" and select from your taskbar (you can obviously rearrange your taskbar to have the most frequently used icons at the left just by click and dragging them, or put them at the far right and use the left arrow to go straight to this side of the taskbar).
Note: when using "Alt + Tab" it can sometimes jump back to the Remote Desktop session if you pause on the Remote Desktop session icon, though if you "Alt + Tab" twice quickly and go past this icon it avoids this problem. This doesn't happen with "Winkey + T" once back on your local machine.