Along with being a play about the fall and rise of kings, Richard II is about frustrated expectations of theological clarity. The play suggests many times over that God is about to intervene and reveal justice and truth in the realm, though this manifestation in fact never occurs. Interpreters tend to divide on whether they take the play to favor a theologically heavy “king’s two bodies” thesis, or whether in fact Shakespeare is moving in a more secular direction. This chapter argues that these readings falter in beginning with Schmitt’s “sovereign exception” thesis, taking political theology to always suggest the immediacy of a divine referent. If Richard begins with something like this assumption, by the end he has begun to appeal to a God whose action is mediated by, rather that contrasted with, human agency. As he discovers a memento mori spirituality, he turns toward pilgrimage as a way to bridge the gap between heaven and earth. In the end, Richard II sketches a political theology through this figure of a pilgrim king.