Dr. Pilgrim was born in Monroe, Virginia, educated at the Monroe Institute, and entered Bellevue Hospital Medical College, graduating (1881). He later pursued further education in Vienna, Munich, and Berlin in 1885, 1886, and 1889.
In 1882, Dr. Pilgrim served at the State Asylum for Insane Criminals in Albany, New York, and in 1884, he transferred to Utica State Hospital, later becoming Acting Superintendent. In 1890, he moved to the superintendent’s post at Willard State Hospital, and in 1893, he became superintendent of the Hudson River State Hospital in Poughkeepsie.
In 1906, the New York Governor asked Dr. Pilgrim to become Chairman of the State Commission on Lunacy, and after a brief tenure, Dr. Pilgrim returned to Poughkeepsie. From 1916–1921, he again served as Chairman of the State Hospital Commission. He resigned from the state system after 40 years of service. Dr. Pilgrim abolished mechanical restraint at Hudson River State Hospital.
He was president of his county medical society and a fellow of the New York Academy of Medicine. He served as Associate Editor of the American Journal of Insanity (1882–90) and as Associate Editor of the monumental work Institutional Care of the Insane in the U.S. and Canada under Dr. Henry Hurd.
Dr. Pilgrim was President of the American Medico-Psychological Association (1910–11).