"I am on a pilgrimage with a number of our order"

Kow-towing pilgrims
Creative Commons AttributionKow-towing pilgrims - Credit: Gao
"Ananda, there are four places for people who are confidently treading on the path of Dhamma to visit which may further inspire them in Dhamma."“And whosoever, Ananda, should die on such a pilgrimage, with his heart established in faith, he at the breaking up of the body, after death, will be reborn in a realm of heavenly happiness.”

- Mahaparinibbana Sutta, the Buddha

The four great places of pilgrimage, as mentioned by the Buddha are, Lumbini, Bodhgaya, Sarnath and Kushinagar.

Read a free booklet on the concept, tradition and history of Buddhist pilgrimage - http://www.buddhanet.net/pdf_file/buddhistpilgrimage.pdf