I thought I would resurrect this topic as I have just been watching some of the Romería de El Rocío on Spanish TV (Canal Sur).
It all happens again this weekend 6th 7th 8th, 9th June.
The principal events are:
Thursday and Friday
11am: Mass at the church of the Virgen del Rocío.
9am: Mass at the church.
12am: By the main door of the church, the Hermandad Matriz de Almonte welcomes the associate brotherhoods,
in strict order of seniority.
Midnight: Departure of the Santa Rosario Procession
10am at El Real: Solemn Whitsun Mass, given by the Bishop of Huelva and concelebrated by the padres of the brotherhoods.
8pm: Mass of the Drummers, Cartwrights and Firework Men.
Midnight: Departure of Santo Rosario accompanied by all the associate brotherhoods with their banners and insignia, who then assemble in Plaza de Doñana. Upon its conclusion Salve Solemne is sung.
Procession of the Virgen del Rocío through the village. When the Virgen enters, Salve Popular de Despedida is sung.
(Information from http://www.andalucia.org/en/el-rocio/do-not-miss-thing/
A good description (in English)of the pilgrimage can be found here: http://www.andalucia.com/festival/rocio.htm
Some videos from Canal Sur can be found here http://www.rocio.com/
If you have the time then it is well worth a look as this is an major cultural event in Andalucia which commands a lot of media coverage.