ROME—For the past six weeks, I've had the privilege of participating in the station church pilgrimage of Lent, a Roman tradition that dates back to Christian antiquity. From at least the early fourth century, the Pope celebrated Mass during Lent with his clergy and the Roman Christian community at a designated “station” church. As Christianity became a more public faith, these “stations” were often basilicas built to honor Roman martyrs, constructed atop or around a former house church. Pope St. Gregory the Great fixed the order of the Roman station church pilgrimage in the sixth century, although further stations were added later as the Roman Church began to celebrate Mass on every one of the Forty Days.The classic station church pilgrimage died...