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Zygmunt Bauman wrote that whereas the modern problem was to construct an identity and keep it stable, the postmodern one was to avoid fixation and keep all options open. He characterises this shift from solid modernity to liquid postmodernity as the movement ‘from pilgrim to tourist’: the pilgrim follows a lifelong path through the desert of life. Along the road, sacrifices are made, pleasures foregone, byways ignored, immediate rewards forsaken, to achieve one's ultimate goal. In liquid modernity, the pilgrim is replaced by the tourist, the systematic seeker of diversity, pleasure and novelty. I argue that Bauman's image of the ‘plodding pilgrim’ does violence to the multiplicity of pilgrim experiences. I show how historical pilgrimage has involved risk‐taking and serendipity, a suspension of social ties and routines as well as a desire for transcendence. Contemporary pilgrimage often includes a desire for intimacy, intense bodily experience, changed attitudes towards time and nature and the quest for self‐transformation. Pilgrimage may forge alternative bonds of community and provide new ways of imagining futures. The pilgrim, far from being an icon for a frozen past, is a figure that embodies many aspects of contemporary mobility and identity.