This article analyzes contemporary research on the spiritual experiences of pilgrimage, focusing on their methodological diversity and empirical findings. As pilgrimage in the modern world has transcended traditional frameworks—becoming increasingly intertwined with motivations such as self-discovery, identity formation, escapism from daily life, and psychological peace—this study employs a descriptive-analytical approach and library research to address the existing gap in the categorization of such studies. To this end, five landmark studies are examined: a mixed-methods survey of pilgrims at the shrine of Imam Reza (the eighth Shia Imam), a factor analysis of experiences in Christian sites, the innovative image-based Zaltman Metaphor Elicitation Technique (ZMET) among South Korean Protestants, the transcendent experiences of pilgrims at Lourdes (the Shrine of the Virgin Mary), and a qualitative analysis of Exceptional Human Experiences (EHEs) on the Camino de Santiago. Findings indicate that the pilgrimage experience is a multi-layered phenomenon encompassing dimensions such as psychological tranquility, identity reconstruction, and existential transformation. Finally, the article emphasizes the necessity of adopting a multi-methodological approach to decode both the conscious and unconscious layers of pilgrims' spiritual health.