Our Lady Of Caversham Pilgrimage – 35 miles – 4 days – Windsor to Caversham. The pilgrimage to Our Lady of Caversham was a popular route for the whole of medieval society – from kings, queens and nobles, to freemen and peasants. The royal court, based at Windsor, would have followed this winding path alongside the holy river Thames to the shrine at Caversham Heights. Here, the densely-wooded Chiltern Hills overlook the confluence of the Thames and the Kennett, one of Britain’s purest chalk streams. The Court Gardens by the river offer a chance for respite, in the shade of mistletoe-garbed trees, before making the ascent up St Peter’s Hill. For the pilgrim, Caversham has four sites to visit, including a Holy Well, before reaching St Ann’s Church and the shrine of Our Lady.