The Virginia Pilgrims?
The Pilgrims were the core of a congregation of about 400 English Protestants who splintered from the Puritans, and decided to live in exile in Leiden, Holland. Unhappy with the Church of England and what they viewed as its departure from the true path, they chose to live as Separatists in exile rather than do what other Puritans did, and stay in England to try and reform its church from within. Life in Holland eventually grew too onerous, so they decided to sail to the New World.
There, on the far side of the Atlantic, the Pilgrims hoped to establish a colonial religious theocracy, where they could live in accordance with the tenets of their faith. Eventually, they landed and settled in Plymouth, about forty miles south of modern Boston, at roughly latitude 42° North. However, that had not been their intended destination. When they set sail, the Pilgrims had planned to arrive in the Virginia Colony, hundreds of miles from Plymouth, at about latitude 40° North.