You might be talking about the Pilgrims who established the Plymouth Colony in present-day Plymouth, Massachusetts in 1620. The word Pilgrim means traveler on a journey to a holy place. The Pilgrims themselves are English Brownist separatist Puritans or Calvinist Puritans who had fled England and went to The Netherlands. At that time, England strongly promotes the Church of England and does not tolerate other beliefs. The Pilgrims are safe in The Netherlands, but they fear losing their English cultural identity. So they called up English investors to finance a new colony in North America, resulting to formation of the Plymouth Colony.