Geoffrey Chaucer made the concept of the religious pilgrimage identifiable to scores of high school English students through The Canterbury Tales, a work written in the fourteenth century and somehow still read today (in Middle English, no less). John Bunyan took it perhaps a step further in 1678 with his religious allegory The Pilgrim's Progress.
My theory is that, whether intentionally or not, Stephen King set Roland up as much the same sort of character, even describing him in the early pages of The Gunslinger as "an ordinary pilgrim" (4).
Even early in the book, there are many religious references. King writes of the Manni, a holy group that supposedly are able to actually detach from their own bodies and travel between worlds, as well as followers of "the Man Jesus", a reference which is obviously intended to carry a certain connotation with it.
Roland is not portrayed as a holy man. In point of fact, he is an avowed killer. That said, however, it is impossible not to contemplate that he is on a quest to save his world (and ours ... but that comes later, of course) that bears many similarities to the journey of Jesus Christ.