The Collaborative International Dictionary of English v.0.48:

Pilgrim \Pil"grim\, a.
   Of or pertaining to a pilgrim, or pilgrims; making
   pilgrimages. "With pilgrim steps." --Milton.
   [1913 Webster]

   Pilgrim fathers, a name popularly given to the one hundred
      and two English colonists who landed from the Mayflower
      and made the first settlement in New England at Plymouth
      in 1620. They were separatists from the Church of England,
      and most of them had sojourned in Holland.
      [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Pilgrim \Pil"grim\, n. [OE. pilgrim, pelgrim, pilegrim,
   pelegrim; cf. D. pelgrim, OHG. piligr[imac]m, G. pilger, F.
   p[`e]lerin, It. pellegrino; all fr. L. peregrinus a
   foreigner, fr. pereger abroad; per through + ager land,
   field. See Per-, and Acre, and cf. Pelerine,
   Peregrine.]
   1. A wayfarer; a wanderer; a traveler; a stranger.
      [1913 Webster]

            Strangers and pilgrims on the earth.  --Heb. xi. 13.
      [1913 Webster]

   2. One who travels far, or in strange lands, to visit some
      holy place or shrine as a devotee; as, a pilgrim to
      Loretto; Canterbury pilgrims. See Palmer. --P. Plowman.
      [1913 Webster]

The Collaborative International Dictionary of English v.0.48:

Pilgrim \Pil"grim\, v. i.
   To journey; to wander; to ramble. [R.] --Grew. Carlyle.
   [1913 Webster]

WordNet (r) 3.0 (2006):

pilgrim
    n 1: someone who journeys in foreign lands
    2: one of the colonists from England who sailed to America on
       the Mayflower and founded the colony of Plymouth in New
       England in 1620 [syn: Pilgrim, Pilgrim Father]
    3: someone who journeys to a sacred place as an act of religious
       devotion

Moby Thesaurus II by Grady Ward, 1.0:

71 Moby Thesaurus words for "pilgrim":
   abbacomes, abbot, adventurer, alpinist, ascetic, astronaut,
   beadsman, brother, caloyer, camper, celibate, cenobite, climber,
   comers and goers, commuter, conventual, conventual prior,
   cosmopolite, cruiser, excursionist, explorer, fare, friar,
   globe-girdler, globe-trotter, goer, grand prior, hajji, hermit,
   hieromonach, jet set, jet-setter, journeyer, lay abbot,
   lay brother, mariner, mendicant, monastic, monk, mountaineer,
   palmer, passenger, passerby, pathfinder, pillar saint, pillarist,
   pioneer, prior, religieux, religious, rubberneck, rubbernecker,
   sailor, sightseer, straphanger, stylite, tourer, tourist,
   trailblazer, trailbreaker, transient, traveler, trekker, tripper,
   viator, visiting fireman, voortrekker, voyager, voyageur, wayfarer,
   world-traveler



The Devil's Dictionary (1881-1906):

PILGRIM, n.  A traveler that is taken seriously.  A Pilgrim Father was
one who, leaving Europe in 1620 because not permitted to sing psalms
through his nose, followed it to Massachusetts, where he could
personate God according to the dictates of his conscience.