The Pilgrims
White men [1991]
There is more than one artist with this name.
1) The Pilgrims were a Malaysian punk rock band. They started in 1987 as Hijrah, but later changed their name. Their first two albums "Perfume Garden" (1992) and "Away From The Numbers" (1994) received a classic status in the Malaysian underground music.
2) The Pilgrims were a British Christian rock band of the mid-1960s. Some of its members would later join Out of Darkness.
3) 3rd band is Plymouth Argyle who released a few football songs for the club under this monikor, including Setting Sail.