The Shikoku o-henrō is a pilgrimage route through 88 Buddhist temples around the island; it's been in existence for well over a thousand years, and 300,000 pilgrims per year walk some or all of the route.
In 2009, I spent a week walking the 140 km portion of the pilgrimage which runs through the prefecture of Tokushima, in the northeast quarter of the island of Shikoku. Tokushima Prefecture's portion of o-henrō is called the "Dōjō of Awakening Faith", and includes 23 temples.
Pilgrims are easily recognizable on the road in Shikoku by their white jackets, conical hats, satchels, and walking staffs. There's more detail on what you'll want to pick up to be a henrō on o-henrō here.
The central metaphor lying behind o-henrō is the Buddhist idea of death being followed by reincarnation, and this is reflected in the standard clothing worn on the pilgrimage. A pilgrim is dressed in white, the funeral color in Asia, and the jacket is closed with the right side on top of the left, which is the way you put a kimono on a corpse for burial. (If you go to Japan and wear a robe, never close it right-over-left!)
When stopping at a temple, there's a typical routine to be followed (although there are no hard and fast "rules" about these things):
Full details on the routine when you get to a temple on o-henrō (including the various recitations and mantras in kanji, kana and rōmaji) are all right here.
En route, it's not unusual for people to offer pilgrims food, rides or even money or a night's lodging. This is called o-settai, and any offer made must (in theory, anyway) be accepted—the person making the offer is effectively offering to both give to Kōbō Daishi and participate in the pilgrimage. (This can actually be a little awkward, at least in the case where someone offers you a ride to the next temple when you really wanted to walk.)
In response, the pilgrim will bow and recite the Gohōgō, Kōbō Daishi's shingon, NAMU DAISHI HENJŌ KONGŌ, three times. In addition, it's also customary to give the person who's offered o-settai an osame-fuda, a small slip of paper with a picture of Kōbō Daishi, a blessing and the pilgrim's name and place of origin. Osame-fuda are believed to function as talismans for spiritual protection.
Some other worthwhile English-language pages on the Shikoku o-henro: