Its sometimes call a 7-church walk, however with sprawl and how far they are spread apart nowadays, thats a misnomer, as its not supposed to be an athletic competition, but a devotion.
This is from the Pittsburgh diocesan website:
SEVEN CHURCHES VISIT ON HOLY THURSDAY
PITTSBURGH – The tradition of visiting seven churches on Holy Thursday is an ancient practice, probably originating in Rome, where early pilgrims visited the seven major basilicas as penance. They are Saint John Lateran, Saint Peter, Saint Mary Major, Saint Paul-outside-the-Walls, Saint Lawrence-outside-the-Walls, Saint Sebastian-outside-the-Walls, and Holy Cross-in-Jerusalem.
Pope Boniface VIII revived the pilgrimage tradition in 1300 with the establishment of the Jubilee Year, and Rome became a center for pilgrimages. The seven churches developed as particular sites for visits. The seven areas may also be related to the historical seven deacons of Rome, whose responsibility was to minister to the poor in their region of the city. The first seven deacons in the Church were the seven assistants ordained by the Apostles to minister to the poor.
The practice in the Diocese of Pittsburgh has continued to be strong, owing in part to the influence of the Holy Name Society whose members are instrumental in many of the local pilgrimages. The Diocesan Holy Name Society produces a book of prayers used on the seven church visitations. A new collection of meditations and prayers for 2005 is posted on the website, www.diopitt.org. Participants usually do seven Stations of the Cross as part of each visit.
Those in Pittsburgh, can link to the website to find out which parishes are conducting 7 church walks, or to find out which churches will be open late Holy Thursday if they would just as soon make their own walk.