I can't say I've gone on any specific literary pilgrimages but often use places I've visited in my stories, like Boston or Washington, D.C., just to name a few. :) I try and soak up the atmosphere as it might be useful someday, and just for the joy of it. :)

Soaking up the atmosphere anywhere I go because I might use it for inspiration someday is definitely a thing! Just looking around and wondering what words I'd use is a fun pasttime...