Having taken a keen interest in motorcycles as a child, Pilgrim started racing them as soon as he started a full-time job (computer programmer). He raced them from 1978 to 1980, finishing 2nd in two National Championships (Avon/Bike Magazine Series & Kawasaki 400 Series) & won several Club championships in just two and a half seasons. He accepted a job offer in the USA towards the end of 1980.[1]
Pilgrim was living in England when his job as a computer programmer necessitated a move to the United States. His first foray into racing stateside was with SCCA Autocross.[2] In 1984, Pilgrim borrowed $3,000 to buy a Renault Alliance and began competing with it. He eventually moved up to professional racing in 1986 running the Firebird series.[1] In the late 1980s and early 1990s, Pilgrim ran in the Corvette Challenge series.[1]
Pilgrim made appearances in the 24 Hours of Le Mans in the late 1990s, running for New Hardware Racing, Roock Racing and Corvette Racing.[3] He joined the Chevrolet Corvette factory team in 1999. In 2001 he was selected as teammate for Dale Earnhardt Jr., Dale Earnhardt Sr. and Kelly Collins in the 24 Hours of Daytona and the team finished second in class.[2] After the 24 Hours of Daytona, Dale Earnhardt Sr. promised to someday put Pilgrim in a NASCAR stock-car, a promise he was unable to fulfill due to his death a few weeks later during the 2001 Daytona 500. Pilgrim is the last person to have engaged in conversation with Earnhardt before he died.
From 2004 to 2008, Pilgrim drove for Cadillac in the SPEED World Challenge, winning a championship in 2005. He moved to K-Pax Racing in 2009 and 2010 before returning to Cadillac for another stint that lasted from 2011 to 2014. In 2015, he stepped away from the PWC to run various endurance races.[4] In 2016, Pilgrim joined Black Swan Racing for a four-race endurance schedule, including the 24 Hours of Daytona. The move came after his FIA rating was changed from gold to silver.[5] Pilgrim returned to the World Challenge in 2018 with Blackdog Speed Shop.[6]