A pure devotee of Lord Krsna resides in the district of Mathura or Vrndavana and visits all the places where Krsna’s pastimes were performed. At these sacred places Krsna displayed His childhood activities with the cowherd boys and Mother Yasoda. The system of circumambulating all these places is still current among devotees of Lord Krsna, and those coming to Mathura and Vrndavana always feel transcendental pleasure. Actually, if someone goes to Vrndavana, he will immediately feel separation from Krsna, who performed such nice activities when He was present there.
From “The Nectar of Devotion” by Srila Prabhupada, ch. 18