Pilgrim

A Pilgrim is a wanderer or traveller, usually on a religious mission such as a pilgrimage to a holy place.The term is derived from Peregrin a foreigner who has not full citizenship or civil liberty.The Westron personal Name Peregrin is probably used to refer to the latter meaning while the term Pilgrim is used to reflect Sindarin Randir (S."Wanderer"), Ràna a Name of the Moon is derived from Rána the Common ´Eldarin root RAN ("wander, stray, meander").

religious Pilgrims in Middle Earth
Gandalf was also known as the grey Pilgrim.This may not only refer to his unsteady life of wandership but also to his religious mission as a messenger of the Valar sent to Middle-Earth to fight the Shadow.

holy places and possible destinations for religious pilgrims in Middle-Earth

 * Dorwinrim Pilgrims: the three Citadels of Aldena
 * Dwarven Pilgrims: Gundabad, Moria, the Khalarazûm, the Mirror Halls
 * Easterlings: Tset-Habaor, Virk Ulgath, Zarok Ioriag
 * Haradrim: Fuinur´s Well, Junast oasis, Kârna
 * Elven Pilgrims: Edhellond, Grey Havens, Tower Hills, Cuivienen
 * Númenoreans: the Pillar of Ar-Pharazôn at Umbar, the Tower Hills, Meneltarma, the White Tree at Minas tirith
 * Sauronite Pilgrims: Barad-dûr, Morannon

Role-Playing
The Lord of the Rings Role-Playing Game has an elite Order Pilgrim.The One Ring - Roleplaying in Middle Earth has a similar calling, the ''Wanderer".