This chapter discusses various theories of Sufism and describes the pilgrimage to the Mausoleum of Sidi Shaykh, a yearly celebration that takes place in the Algerian West Saharan Atlas region. In Islam, such a pilgrimage is not looked upon favourably by some clerics. Hardliners believe contact between the people and Allah should be undertaken directly, without intermediaries like the Sufi saints. The chapter traces the origins of this pilgrimage, its evolution, the practices and rituals it involves, and recent challenges and international recognition via the UNESCO Convention for the Safeguarding of the Intangible Cultural Heritage.