One story that comes to mind in response to your question is "The Steppe" by Anton Chekhov. It is a long story about three men traveling a great distance across the steppe in Russia, an area that corresponds roughly to our central prairie in North America. "The Steppe" is subtitled "The Story of a Journey" in the English translations.Nothing much happens, but the reader gets the feeling of being taken on a long journey across a vast empty part of the earth.
I'm sure there are many other good stories and books about journeys. As far as physical journeys, Mutiny on the Bounty and its two sequels, Men Against the Sea and Pitcairn's island are great books about sea voyages in the days of sailing vessels. There is Charles Darwin's The Voyage of the Beaglein nonfiction. Kon Tiki is a fascinating book about a real sea journey. The author is Thor Heyerdahl.
Herman Hesse's Siddhartha is about a great spiritual journey. The Searchers is a marvelous movie about journeys in the Old West.