You Gotta Have Faith (and Pilgrimages)

Okay, so I just watched a slightly annoying but nonetheless interesting show called Departures on which the hosts toured a couple places in India.  This episode was called "India: Sacred Ground" and the bit which inspired me to jump into this post was where they visit the sacred Hindu city of Varanasi on the Ganges.  The city is chock full of heavy religious significance and observances.  And that's exactly what I want a lot of in the campaign world I'm building now.  Here are some examples from the city's Wikipedia entry of the sort of thing I want to create:

• Varanasi is a holy city in Hinduism, being one of the most sacred pilgrimage places for Hindus of all denominations and is one of seven most holy places for Hindus in India. 
• A Kṣetra is a sacred ground, a field of active power, a place where Moksha, final release can be obtained. Hindus believe that bathing in the Ganges remits sins and that dying in Kashi ensures release of a person's soul from the cycle of its transmigrations.
• Hindus believe that Vishalakshi Temple stands on the spot where Goddess Sati's earrings fell. 
• Hindus of the Shakti sect make a pilgrimage to the city because they regard the river Ganges itself as the Goddess Shakti. 
• Varanasi is one of the holiest places in Buddhism too, being one of the four pilgrimage sites said to have been designated by Gautama Buddha himself. In the residential neighborhood of Varanasi lies Sarnath, the site of the deer park where Gautama Buddha is said to have given his first sermon about the basic principles of Buddhism. 

 Fantastic!  I want a game world where you can go visit the very spot (so they say) that goddess X or saint Y actually preached/wept/loved/died.  There must be places of pilgrimage, either as sole destinations or as part of a pilgrimage trail to be followed.  Each holy place should have a story behind it (usually embellished to some extent), but a story with actual divine substance to it.  There will be places to visit, particular rituals which can be performed, unique local worship festivals, personalities (priests, hermits, monks, zealots, etc.), and holy items to be purchased and brought home (e.g., sacred anointing oil, healing waters from the holy spring, an image of the saint blessed by the high priest right on the tomb of the saint, etc.).

I want to add these details because they accord with my view of the divine background to the world, add to the wonder of exploring and experiencing a new place, and provide endless plot elements to enhance play.