Christianity

Bethlehem, Israel: birthplaces of Jesus
Nazareth, Israel: where Jesus lived and began ministry
Jerusalem, Israel: where the early Church was started

Catholic

The Vatican: also known as "Vatican City" and the "The Holy See" (an independent state within Rome, Italy)

Eastern Orthodox

Constantinople, Turkey: seat of the Patriarchate of Constantinople
Mt. Athos - Mt. Athos is a peninsula in eastern Greece (near Thesaloniki) that is extremely revered by Orthodox believers. It is inhabited exclusively by monastics. There are twenty large monasteries plus countless small sketes, brotherhoods and hermitages. It is a major pilgrimage sight for Orthodox males.

Anglican

Canterbury, England: seat of the Archbishop of Canterbury

Latter-day Saints

Salt Lake City, Utah: World headquarters of Church of Jesus Christ of Latter-day Saints; site of Salt Lake Temple, Temple square, Mormon Tabernacle, etc
Palmyra, New York: site of First Vision; city where Book of Mormon was first printed.
Kirtland, Ohio: site of first Latter-day Saint City; Ist Temple
Nauvoo, Illinois: site of second Latter-day Saint city; 2nd temple (Ist full-service temple)

Islam

Mecca, Saudi Arabia: destination of the hadj (or hajj)
Medina, Saudi Arabia
Jerusalem, Israel

Hinduism

Varanasi (Banaras), India - on the banks of the River Ganga

Buddhism

Lopburi, Nepal: birth place of the Buddha
Bodh Gaya: Where the Buddha reached enlightenment
Sarnath: Where the Buddha preached his first serman

Juche

P'yongyand, North Korea- seat of government; headquarters of the Juche Idea

Sikhism

Amritsar, Punjab, India - site of Golden Temple

Judaism

Jerusalem, Israel: Holy City, site of the historic temple, Wailing Wall

Baha'i Faith

Haifa, Israel: world headquarters; site of the holy historic events

GLBT

Stonewall Inn, New York City: birthplace of the modern GLBT-right movement (1969)

Tenrikyo

Tenri-shi, Japan: holy city and headquarters of Tenrikyo

Jainism

Palitana, Gujrat, India: Where 838 Jain Temple are on one mountain.