Historians of religion have devoted little attention to shrines in the United States, and the limited scholarship that is available has overlooked Protestants. Protestants, most interpreters have assumed, do not have shrines or make pilgrimages. In this essay I define and classify shrines, surveying a wide range of sacred sites in the United States. Then I challenge the assumptions about Protestants and pilgrimage. Focusing on the United Methodists, I argue that while the spiritual descendants of John Wesley do not consecrate all types of sacred sites or endorse all pilgrimage practices, commemorative shrines play a role in American Methodist piety. If I am right, Protestants, and American Methodists in particular, are less anomalous in the history of religion than most scholars have assumed.