Yan'an (延安; Yánān) is a city in Shaanxi Province.
It is hard to believe that a city, so in the middle of nowhere, is considered a major pilgrimage site. Not a religious pilgrimage, but a pilgrimage site for those who follow the Communist philosophy. This is considered to be the "Cradle of Chinese Revolution"; it is where the Communists established their main base after the Long March. After Chairman Mao's birthplace in Shaoshan, Yan'an is the number two pilgrimage site for those who are interested in recent Chinese communist history.
In and around Yan'an there are several spots related to the history of the Chinese Communist Party. The place where Mao and his comrades lived and worked, places where party conferences were held and many more.
Yan'an is not a usual destination for foreign visitors, so some communication skills will be needed to find a place in a local budget hotel. One option is to take the local bus from the train station to the town center, and get off in the center, in the stop just beneath a obvious triple-pedestrian-bridge. A local guest house (40-70Y per night per room) can be found just in front of the bus stop, on the second floor.