 He then undertook a two-year, 3,000-mile walking pilgrimage around the American West which took him across eastern Colorado, Kansas, and Oklahoma, and then to Hot Springs, Arkansas, where he was arrested and jailed for vagrancy.In early 1894 he escaped and headed west, walking across Texas, New Mexico, and Arizona and into southern California, where he began his first efforts at healing with the Indians of the San Jacinto Valley.After two months, he again took up his pilgrimage and traveled east across the Mohave Desert, living on nothing but flour and water.