The four sacred sites are
Lumbini where the Buddha was born,
Bodh Gaya where the Buddha awakened to the unexcelled right self-awakening,
Sarnath where the Buddha set rolling the unexcelled wheel of Dhamma,
Kusinagara where the Buddha was totally unbound in the remainderless property of Unbinding.
(excerpts from the Mahaparinibbana Sutta)
Prior to the Buddha’s final passing, his disciple Ananda said to the Buddha, "In the past, lord, the monks in all directions, after ending the Rains retreat, came to see the Tathagata*. Thus we got to see and attend to the monks who inspire the heart. But now, after the Blessed One is gone, we won't get to see or attend to the monks who inspire the heart."
To which the Buddha replied, that there are four places that one might visit, “…These are the four places that merit being seen by a clansman with conviction, that merit his feelings of urgency and dismay. They will come out of conviction, Ananda — monks, nuns, male lay followers, & female lay followers — to the spots where 'Here the Tathagata was born,' 'Here the Tathagata awakened to the unexcelled right self-awakening,' 'Here the Tathagata set rolling the unexcelled wheel of Dhamma,' 'Here the Tathagata was totally unbound in the remainderless property of Unbinding.' “
*Tathagata: The term is often thought to mean either "one who has thus gone" or "one who has thus come".