Pilgrim Baptist Church was the first black Baptist church in Minnesota. The church was officially founded by Rev. Robert Hickman in November 1866, but Hickman and a group of escaped enslaved people had been praying together since 1863.

Hickman, allowed by his master to read and preach, led a group of about 50 enslaved people out of Missouri and into freedom in Minnesota. The group, with the help of Union soldiers and the Underground Railroad, took a steamboat into St. Paul, and because of their journey, they called themselves "pilgrims." 

This image shows the congregation in front of their newly constructed church building in 1928. The building and the congregation are still present in that place, and some of the descendants of the original group of pilgrims still worship at Pilgrim Baptist Church.