Epic fantasy is loaded with travelogues. The Lord of the Rings and The Eye of the World are just two examples. The inclusion of magic makes travelogues fun, although somewhat difficult to write at points. If you can cast a transportation spell on yourself, there cannot be a travelogue plot. Those things need to be limited (and should be anyway, according to Sanderson's Second Law) to use the structure. However, being able to move magically the last few miles past an evil Overlord's blockade can be foreshadowed well enough to work, proving how intelligent your magic-users are and showing a dimmer side to your antagonist.
|Visual aid I made on Paint|
Other roadblocks should appear frequently, with less ease of escape. Conflict is, of course, the fuel that makes the metaphorical train of plot run. An inn fire or bandit strike can help create tension and develop characters. You can really go crazy with this if you have multiple groups or a scout up ahead who can find themselves in a dire situation that the other characters must help them out of---at the very last moment.
Travelogues can get annoying in places, if not done perfectly. Most people don't want to actually read a chapter of your characters leading their horses down a road, then over the river and through the woods to...you get the point. J.R.R. Tolkien walked the line early on in The Lord of the Rings. Luckily, time lapses due to chapter or scene breaks or POV switches are quick fixes.
Because of my generally short form, I haven't actually finished any travelogues that I can remember, although a novelette/short story I'm working on now is a pseudo-travelogue. More specifically it's a milieu story (part of Orson Scott Card's M.I.C.E. Quotient) with several stops along the loop.
Have you ever written a travelogue?