BMCR has a review of a book relevant to questions of religion and travel:
Jas Elsner, Ian Rutherford, Pilgrimage in Graeco-Roman and Early Christian Antiquity. Seeing the Gods. Oxford: Oxford University Press, 2005.

As you can see on my “Travel and Religion in Antiquity: A Preliminary Classified Bibliography“, Elsner has made significant contributions to study in this area.