The origin of the Whit Walks was the Sunday school movement, which was started in 1781 by Robert Raikes in Gloucester. The first Sunday school in Manchester dates to 1784. The Whit Walks commemorate the anniversary of this movement, which provided basic education on a Sunday for children who were forced to work the other six days of the week. Dr Elmer Towns who wrote an early Raikes biography says “the early Sunday School basically aimed at teaching reading and writing with the Bible as a text book”. Many if not all churches locally ran a Sunday school teaching dozens of children every week; even our little church on Bridge Street had somewhere in the region of 150-200 children signed up. It is estimated that in 1831, nationwide there were 1.25 millions children signed up to Sunday schools, which represented 25% of the population in that age range. In many cases, the Sunday school building was an annex or a separate building. You can still see the stone "Sunday school" signs, for example Trinity Methodist Chapel in Tonge, Bolton. The height of the Sunday school movement was around 1870-1900, when compulsory education was brought in for children aged 5 to 10 and so all children began attending a day school.
The Whit Walks, or Walking Days, were processions of church Sunday school groups, representing different Christian churches. The Church of England groups marched on Whit Sunday, while Roman Catholic and non-Anglican groups typically marched on Whit Friday, which is the Friday after Whitsun. Whitsun, which falls in May or June, is another name for the Christian festival of Pentecost (the Jewish festival of Shavuot). It was called Whitsun because this was a day when many people were baptised (Christened), and they wore white robes for that occasion. The tradition began in Manchester and Salford in the early 1800s. It continue well into the 1950s. The marches, which included tea parties and so on, were also designed to offer a sound alternative to horse racing and gambling which happened at the same time.
Here is a picture (above), dating to the 1940s, of a Whit Walk on Blackburn Street in Radcliffe.
We also have photos in our church archive of a Whit Walk in Bury on 5 June 1936. We assume that the people on the photo below are Sunday school children and members of what was Providence Baptist Chapel, Bury (now Radcliffe Road Baptist Church) at the time.
Sources
https://manchesterhistory.net/LONGSIGHT/CELEBRATE/whitsunday.html
https://www.burytimes.co.uk/news/18692770.thousands-lined-streets-burys-spectacular-whit-walks/
https://www.crichbaptist.org/articles/robert-raikes-sunday-schools/