This is a song about Jacob Hutter and his long cold walk across the Alps with a handful of his Anabaptist followers after they had been throw out of Moravia (now in the Czech republic) .
He knew they was walking towards torture and death, but he still kept his faith and he still kept walking.
Today there are thriving Anabaptist communities around the globe and they still obey the principles of absolute pacifism and communal sharing. http://www.hutterites.org/history/hutterite-history-overview/
Hutter himself was burned at the stake in Innsbruck 1536 along with 360 of his followers.
The song is by Sixteen Horsepower; one of my favourite bands, ever.