Pilgrim journeys are popular religious phenomena that are based on ritual interaction with culturally postulated counterintuitive supernatural agents. This article uses results taken from an anthropological Ph. D. thesis on cognitive aspects of Hindu pilgrimage in Nepal and Tibet. Cognitive theories have been neglected in pilgrimage studies but they offer new perspectives on belief structures and ritual action and call into question some of the current assumptions in this research field. Pilgrim journeys often involve flows of substance of anthropomorphic character. Transferring substance in pilgrimage means leaving material at the pilgrimage site and then receiving other materials to take home. Pilgrim journeys imply ritual interaction, intuitions and ideas regarding the management of sin, impurity and evil. They also imply reception of blessings along with divine agency. This paper investigates how assumptions about agency, psychological essentialism and contagion connected to supernatural agents provides an important selective pressure in formation of beliefs related to pilgrimage. This paper shows that the transfer of substances is an operation on ritual instruments. It creates a supernatural immediacy effect in pilgrims, in the sense suggested by Lawson and McCauley.