A Mississippi tradition begun in 1932, the Natchez Pilgrimages recreate the days of Margaret Mitchell's Gone With The Wind, when enslaved cotton pickers laboured in the heat of the fields while the plantation families reclined in luxury. The income from families' agricultural interests funded the building of these town houses in the oldest city on the Mississippi River. Despite the fact they were built on slavery, the houses are undeniably impressive and evoke the memories of a bygone age.

Guided tours of 32 Natchez country houses are conducted every day. The guides cover three houses each morning and four each afternoon, changing the order of houses covered throughout the pilgrimage period. This allows visitors to pick and choose those they find most interesting. Guides wear period costume, known as "hoopskirts", and relate stories of the rooms, furnishings and families of each house.

In addition to the tours, there are live evening performances. Gospel choirs and other period musicians come to sing and plantation-style dinners are held in the grounds of the houses each year.