On January 21, 1621, the Pilgrims disembarked their ship, Mayflower, and gathered on the beach at Plymouth Rock to hold a time of prayer and thanksgiving. Though they had arrived the previous November, they spent the winter on Mayflower, unable to build suitable shelters in the frozen Massachusetts land. At the time, there were a handful of Spanish Catholic missions in both Florida and the American Southwest, but this prayer gathering was the first Protestant worship service on American soil. The Pilgrims, who had fled religious persecution in England and settled briefly in Holland before sailing to America, were influential in defining the New World as a place of religious freedom. (Image: Landing of the Pilgrims by Henry Bacon)