At the Tomb of Salim Chisti, Fatehpu Sikri, Agra
People tie threads and make vows to the Sufi saint Salim Chisti. The practice is a little controversial as many people find it contradictory to Islamic teachings where the path to God is undeterred by saints, angels or prophets. If you need God, pray to him directly. No medium is required for your message to get across.
I strongly agree with that, however I don't agree with how people discount Sufism because of this. What they don't realize is that Sufism is the essence of Islam. Many people are Muslims today only because of the peaceful way Sufi saints preached the core teachings of Islam. Their lives inspire thousands of people, from all religions and their tombs are some of the few places where absolutely anyone is allowed entry.