The valley of Baca
The Bible mentions about the valley of Baca in connection with the pilgrimage. Below is the quote from Psalms 84 (NIV):
1 How lovely is your dwelling place, O LORD Almighty!
2 My soul yearns, even faints, for the courts of the LORD; my heart and my flesh cry out for the living God.
3 Even the sparrow has found a home, and the swallow a nest for herself, where she may have her young-- a place near your altar, O LORD Almighty, my King and my God.
4 Blessed are those who dwell in your house; they are ever praising you.
5 Blessed are those whose strength is in you, who have set their hearts on pilgrimage.
6 As they pass through the Valley of Baca, they make it a place of springs; the autumn rains also cover it with pools.
7 They go from strength to strength, till each appears before God in Zion.
8 Hear my prayer, O LORD God Almighty; listen to me, O God of Jacob.
9 Look upon our shield, O God; look with favor on your anointed one. 10 Better is one day in your courts than a thousand elsewhere; I would rather be a doorkeeper in the house of my God than dwell in the tents of the wicked.
11 For the LORD God is a sun and shield; the LORD bestows favor and honor; no good thing does he withhold from those whose walk is blameless.
12 O LORD Almighty, blessed is the man who trusts in you.

The interpretation of the valley of Baca in the The Jewish Encyclopedia is quite interesting, though it does not provide a complete evidence and leaves the reader with a suggestion. Below is the full quote.
Baca, The Valley Of: A valley mentioned in Psalms LXXXIV:7. Since it is there said that pilgrims transform the valley into a land of wells, an old translators gave to Baca, the meaning of a "valley of weeping"; but it signifies rather any valley lacking water. Support for this latter view is to be found in II Samuel V:23 et seq.; I Chronicles XIV:14 et seq., in which the plural form of the same word designates a tree similar to the balsam tree; and it was supposed that a dry valley could be named after this tree. Konig takes Baca from the Arabian Baka'a, and translates it "lack of streams". The Psalmist apparently has in mind a particular valley whose natural condition led him to adopt its name.[6]
The translation of Arabian Baka'a as "lack of stream" seems to throw some light on the nature of the valley before the appearance of the stream of Zam-Zam near Ka'bah which was a dry place with no vegetation whatsoever.
The Anchor Bible Dictionary does not throw any light on it, albeit, there are some suggestions in it too like the The Jewish Encyclopedia. Below is the full quote.
Baca, The Valley Of (PLACE): [Hebrew 'emeq ha-bakka'], The valley of Baca (Psalms 84:1) is either a historical place name or a symbolical expression for "deep sorrow". The first part of Psalms 84:6 seems to mean that by "passing through the experience of deep sorrow, righteous ones can make it the source of life." The Septuagint translated the phrase into Greek as "the valley of weeping". The word 'emeq "valley" has the root meaning of "deep", so the expression may mean "deep sorrow".
However, some have considered it as the "valley of the balsam tree" from the same word in plural form found in 2 Samuel 5:24. This is based on the assumption that baka may be a "gum-exuding [weeping] tree". Another possibility is that the word beka'im (plural of baka) may mean "weeping wall-rocks" in the valley of Rephaim on whose tops David and his troops were waiting for the coming of the Philistine army passing through the valley below (2 Samuel 5:24). It seems safe to seek the meaning of baka in relation to the dripping water, since we often find this word in the names related to rivers and wadis, such as Wadi al-Baka in the Sinaitic district and Baca on the wadi in the central Galilee area, W of Meroth. It is also possible to understand beka'im as the place of "weeping" of the Philistine army for their defeat by David. After all these considerations, the expression of "valley of baka" can best be taken as a symbolic expression "weeping" or "deep sorrow" which fits well in the context of Psalms 84:6.[7]
The interpretation of the valley of Baca as a "the valley of weeping" makes sense because of the distress which Hagar(P) underwent when she was left with Ishmael(P) in the barren desert with no means of living.
The two interpretations of Baca, viz., "lack of stream" and "the valley of weeping" appears to fit in the context of pilgrimage to Bakkah, the older name of Makkah where the Ka'bah is situated. Ka'bah has been a place of reverence by all Arabians before the Christian era as we have seen earlier.
The Holy Qur'an in Sura Baqra Verses 121 to 127 described it clearly that Allah had ordained his servant Ibrahim (Abraham ) to build the Shrine there for worship of One God. During Kusayi's time it was rebuilt and fortified. During the early years of Prophet Muhammad (SA) before he announced his ministry, the Ka'aba was damaged by floods and it was rebuilt again. When the Black stone was to be put in its place the Makkans quarreled among themselves as to who should have the honour to place it there. They had just decided that the first comer to the quadrangle should be given the task of deciding as to who should have the honor. Muhammad (SA) came in and was assigned this task. He advised them to place the stone in a cloak and ordered the heads of each Tribe each to take an end and bring the cloak nearer the corner on the eastern side. He himself then took out the stone and placed it in its position. It has been fixed there ever since.
Bakkah or Makkah In The Scriptures
The Qur'ân talks about Bakkah (the older name of Makkah) being the first house of worship appointed for mankind. It also addresses this place as Umm ul-Qurâ i.e., Mother of the Settlements. " The most important shrine established for the people is the one in Becca; a blessed beacon for all the people. In it are clear signs: the station of Abraham. Anyone who enters it shall be granted safe passage. The people owe it to GOD that they shall observe Hajj (a Holy visit) to this shrine, when they can afford it. As for those who disbelieve, GOD does not need anyone." [Qur'ân 3:96*-97]