Nepal Pilgrimage

On Buddha net you can find a dialogue between the Buddha and the Brahim Sundarika Bhâradvâja about bathing in rivers. The Buddha mainly says it is importent to prevent creating sins by being a "good" human than washing away your sins in Holy rivers. According to the gospels Jesus also was against bathing to wash away your sins which was done by the Pharisees. 

You can read the full article here; True Purification - Buddha Net