People go on pilgrimages to the Knock Shrine to become closer to God and Mary, to pray and reflect on there life, and to merely just come to the place where the apparation of Blessed Mary occured. :)
Lourdes, Knock co. meath, lough derg
rome
israel (jerusalem)
People go on a pilgrimage to Mount Everest because they believe that being the tallest mountain in the world it is closer to their gods.
Our Lady, St Joseph and St John appeared in an apparition in Aug 1879 at Knock
it depends
Muslims
They are called "Pilgrims".
The most common pilgrimage is taken by Muslims; the Hajj, a pilgrimage to Mecca.
Anyone can go on a pilgrimage, it just depends on what their pilgrimage is about.
There is no pilgrimage in modern Judaism.