The anthropology call such activity as ritual religious practice.
It can also be known as pilgrimage. It is a journey to an unknown destination which pilgrims or any other individual take for religious and spiritual purposes. Some people take the journey in the search to understand the self, others and the world around them by embarking on different experiences.
The destination for some pilgrims is a known place which has been declared holy or has a divine presence and other holy personages. Pilgrims embark physically on this journey for spiritual purposes or metaphorically by examining their own beliefs. It has been a great part of many religions since prehistoric times.