Micro-blogging services and location-based social networks, such as Twitter, Weibo, and Foursquare, enable users to post short messages with timestamps and geographical annotations. The rich spatial-temporal-semantic information of individuals embedded in these geo-annotated short messages provides exciting opportunity to develop many context-aware applications in ubiquitous computing environments. Example applications include contextual recommendation and contextual search. To obtain accurate recommendations and most relevant search results, it is important to capture users’ contextual information (e.g., time and location) and to understand users’ topical interests and intentions. While time and location can be readily captured by smartphones, understanding user’s interests and intentions calls for effective methods in modeling user mobility behavior. Here, user mobility refers to who visits which place at what time for what activity. That is, user mobility behavior modeling must consider user (Who), spatial (Where), temporal (When), and activity (What) aspects. Unfortunately, no previous studies on user mobility behavior modeling have considered all of the four aspects jointly, which have complex interdependencies. In our preliminary study, we propose the first solution named W⁴ (short for Who, Where, When, and What) to discover user mobility behavior from the four aspects. In this article, we further enhance W⁴ and propose a nonparametric Bayesian model named EW⁴ (short for Enhanced W⁴). EW⁴ requires no parameter tuning and achieves better results over W⁴ in our experiments. Given some of the four aspects of a user (e.g., time), our model is able to infer information of the other aspects (e.g., location and topical words). Thus, our model has a variety of context-aware applications, particularly in contextual search and recommendation. Experimental results on two real-world datasets show that the proposed model is effective in discovering users’ spatial-temporal topics. The model also significantly outperforms state-of-the-art baselines for various tasks including location prediction for tweets and requirement-aware location recommendation.