In the U.S., we go to mass from Holy Thursday to Easter Sunday and do the stations of the cross when it's performed during those times.
In the Phils., I went to Laguna to participate in their "penitence" walk and see an actual dramatization/act of the Passion of Christ.
I used to go with my close friends to do a "penitence" walk from our place in Rizal to the church in Antipolo City. We go up at night and we finish and come down from the church after having mass in the early morning.