Analysis - As a Muslim, at least once a year I go on pilgrimage to Mecca, Islam's holiest city, located in Saudi Arabia. Muslims perform the short "Umrah" pilgrimage at any time of the year, and there could be over 19 million pilgrims each year. I have also been to Mecca a couple of times for "Hajj" - the annual major pilgrimage. Held once a year, this is a mass gathering of over 2.5 million Muslims.