Buddhists consider pilgrimage (Wyl. gnas skor, nékor) the visiting of holy places blessed by great beings during the course of Buddhist history as an important means of accumulating merit.
The tradition is actually inspired by the Buddha himself.
As the Mahaparinirvana Sutra explains, when he was about to pass into parinirvana, people around him asked him who would there be to guide people if he were to display passing away.
He replied that for people in the future to visit the four great holy places would be like meeting him in actuality.
Dzongsar Khyentse Rinpoche, What to do at India’s Buddhist Holy Sites, Khyentse Foundation, 2010
Ngawang Zangpo, Sacred Ground: Jamgon Kongtrul on "Pilgrimage and Sacred Geography," (Ithaca: Snow Lion, 2001).