The crowded Ujjain train station during Kumbh Mela festival, Ujjain, Madhya Pradesh, India. The Kumbh Mela festival is a sacred Hindu pilgrimage held 4 times every 12 years, cycling between the cities of Allahabad, Nasik, Ujjain and Hardiwar. Participants of the Mela gather to cleanse themselves spiritually by bathing in the waters of India's sacred rivers.