There is more than one artist with this name. 1) The Pilgrims were a Malaysian punk rock band. They started in 1987 as Hijrah, but later changed their name. Their first two albums "Perfume Garden" (1992) and "Away From The Numbers" (1994) received a classic status in the Malaysian underground music. 2) 2nd band plays some kind of folk rock. 3) 3rd band is Plymouth Argyle who released a few football songs for the club under this monikor, including Setting Sail.