The Three Pilgrimage Festivals, known as the Shlosha Regalim (שלושה רגלים), are three major festivals in Judaism — Pesach (Passover), Shavuot (Weeks), and Sukkot (Tents or Booths) — when the Israelites living in ancient Israel and Judea would make a pilgrimage to Jerusalem, as commanded by the Torah. In Jerusalem, they would participate in festivities and ritual worship in conjunction with the services of the kohanim ("priests") at the Temple in Jerusalem.
After the destruction of the Temple, the actual pilgrimage is no longer obligatory upon Jews, and no longer takes place on a national scale. During synagogue services the related passages describing the holiday being observed are read aloud from a Torah scroll on the Bimah (platform) used at the center of the synagogue services. During the Jewish holidays in modern-day Israel, many Jews living in or near Jerusalem make an effort to attend prayer services at the Western Wall "emulating" the ancient "pilgrimages" in some small fashion.
Sources in the Hebrew Bible
- Book of Exodus: "Offer a sacrifice to Me three times each year. Keep the festival of Matzos [i.e Passover]...the reaping festival [i.e Shavuot]...the harvest festival [i.e. Sukkot]...Three times each year, every male among you must appear before God the Lord..." (Exodus 23:14-17)  and "Keep the Festival of Matzahs [i.e. Passover]...Keep the Festival of Shavuot through the first fruits of your wheat harvest. Also keep the harvest festival [i.e. Sukkot] soon after the year changes. Three times each year, all your males shall thus present themselves before God the Master, Lord of Israel." (Exodus 34:18-23) 
- Book of Deuteronomy: "Safeguard the month of standing grain so that you will be able to keep the Passover to God your Lord, since it was in the month of standing grain that God your Lord brought you out of Egypt at night...Then count seven weeks for yourself. From the time that you first put the sickle to the standing grain, you must count seven weeks. You shall then celebrate the festival of Shavuot to God your Lord, presenting a hand-delivered offering according to the extent of the blessing that God your Lord has granted you...When you bring in the products of your threshing floor and wine vat, you shall celebrate the festival of Sukkot for seven days...Three times each year, all your males shall thus be seen in the presence of God your Lord in the place that He will choose: on the festival of matzahs, on the festival of Shavuot, and on the festival of Sukkot. You shall not appear before God empty-handed." (Deuteronomy 16)