A novice Indian Sadhu smokes in a tent with other Sadhus during the Magh Mela festival Allahabad, India Sanjay Kanojia/Getty At this year’s Kumbh Mela religious festival in Allahabad, Sadhus sit and smoke. Magh Mela is a mass Hindu sacred pilgrimage, where Hindus bathe in a holy river to cleanse themselves of all sins.