Very interesting thread,
Gurthang! As an American and lover of history - although
not an expert, I want to emphasis - I came up with a few thoughts when reading the replies.
It's interesting how you limited your "real-world" example to settlement of North America, and specified the Pilgrims in particular. As
Shelob notes, later immigrants did have at least some idea of what to expect in the New World, but the Pilgrims in particular were some of the very first settlers. 1620, wasn't it? (Also, note that although the Plymouth colony was in Massachusetts, the Pilgrims were intending to settle in Virginia (think Jamestown, in 1607). They were blown off course by a, shall I say,
Providential storm.)
As
Esty implies, the Elves' move to Valinor was completely voluntary. Moreover, as
Rumil said, the Elves were actually
invited - which the Pilgrims certainly were not. They were practically driven - if not by force, by conscience. In this respect, the Pilgrims more resemble the Faithful leaving Numenor. The motivations are very similar, and their voyages more a matter of necessity. Their goal at their destination was survival and living the way they believed right.
Colonization of the New World, considered
in toto, bears very little resemblance to any large-scale movement in Middle-Earth. Consider the difference between
colonization and
conquest. The Elves going to Valinor were definitely settlers, to my mind, and not even immigrants - there were no cities for them to be absorbed into. And neither they - nor the Pilgrims - were motivated by conquest. The Noldor, I think, were motivated by conquest in some degree, but of course not to the exclusion of every other purpose.
But there are many different movements and motivations that led to the eventual settlement of the New World. There are so many different stages - discovery, exploration, exploitation (particularly in S. and Middle A.), imperial rule (particularly in same), settlement (particularly in N.A.), colonization (particularly in same), payment of tribute (whether called such or not), &c. If I didn't have to leave in a very few minutes, I might explore the specifics further. Goodness, how I
do love history!