The Pilgrim Holiness Church in Russell is a community church that belongs to a Christian denomination that split from the Methodist Episcopal Church in 1897. The church is located on Main Street in Russell, New York, and has a Pentecostal doctrine. The church teaches the Wesleyan doctrine and emphasizes the sanctification of believers, the return of Christ, and the evangelization of the world. The church merged with the Wesleyan Methodist Church in 1968 to form the Wesleyan Church.