There are a very significant three words in your question: '...program or course'.
A 'program' implies that there are planned, practical applications of new skills and perhaps some coaching/observation and feedback. The very best measurements are:
A 'course' may contribute only a small amount of the overall impact of a program. But still be a vital kick start. It may get people to think about their approaches, or may go as far as getting people to practice by scenario, role play etc. These things can all be observed/captured and peoples' performance assessed, as well as their knowledge checked.
The 'program', workplace impact measures described above, are great in theory but the L&D person or Instructional designer may not have any remit or influence over these. Also, No. 1 above, is very powerful but frequently no-one in the organisation really does it right.
There is however one further arena where the trainer can measure, and that's in a 'regroup' of course participants, where they share what they've done since the course, what's worked, what hasn't, etc.
