The site was Britain's biggest prehistoric religious site in 3,000BC.
Yesterday marchers embarked on a pilgrimage, in the first step of an attempt by Heritage Action to put the Henges on the tourism map.
Founder George Chapel said: "For the first time in 5,000 years, pilgrims are walking through the ancient ceremonial and religious landscape of North Yorkshire."
Those taking part carried a prehistoric stone axehead found in a field near the site, where it had been deposited in a show of reverence.
"Let's hope our march will help awaken a bit of that reverence in modern society. These places are awesome and worthy of great respect," Mr Chapel said.
"Once people see them, they understand. So publicising the route we are calling the Sacred Vale Trail will be a big step forward in ensuring they are preserved.
"If people can be persuaded to come here and see the monuments with their own eyes they will realise quarrying, in particular, has no place anywhere near them."
Much of the recent debate about Thornborough Henges has focussed on an application by Tarmac Northern to extract gravel from the nearby Ladybridge Farm, near its Nosterfield Quarry.
The application was due to be decided in September, but the campaigners were given a six-month reprieve after county councillors asked for more archaeological information.
But the marchers say their concerns relate to the general impact of all quarrying because, although the Henges are scheduled ancient monuments, the burial grounds around them are not.
Catterick's Henge, once the same size as Stonehenge, plus a two-mile long processional way, is now completely buried under Catterick Racecourse.
Pilgrim John Feather, who travelled from Tyneside to attend the event, has already protested to Tony Blair.
He said: "The area is completely covered in gravel and sand deposits, so why on earth do they have to desecrate the most important site between Stonehenge and the Orkneys?"
For hundreds of years, the near-circular Thornborough Henges bemused archaeologists, who were convinced until 60 years ago that they were Roman amphitheatres.
Heritage Action say science still cannot answer many of the questions about the earthworks, and they want a moratorium on quarrying near historic sites, until methods improve.
To keep the protest low-key, less than a dozen experts and enthusiasts took part in the 20-mile pilgrimage, which ends tonight in Boroughbridge.
It included a presentation to pupils of Hackforth and Hornby CE Primary, who have only recently become aware of the importance of the Henges.
A Tarmac Northern spokeman said : "There is no conflict between Nosterfield Quarry and the idea of an educational and tourism trail linking prehistoric sites."

mark.branagan@ypn.co.uk