The Mayflower landed at Plymouth. There was a Rock involved. We learn that in second grade, if not earlier. Her sister ship the Speedwell didn't. We learn and forget that in second grade. What if the Mayflower similarly doesn't arrive in Plymouth? What then?
This gets to one of the great debates in history that will never truly resolve: is history shaped more by great individuals ("great men" theory), or are those individuals spit up by longer historical trends that are nigh irresistible by small groups ("longue durée" theory)? Through much of time until the 1940s/50s, "great men" was all the rage, then a typical academic overcompensation threatened to erase all traces of individual achievement -- particularly by white men -- in history.
My previous what-if makes clear my sympathies for the "great man" approach. Personally, I think that paths to power and influence are opened up by historical trends, but certain individuals take advantage of them, others don't. The world didn't stop on a dime when Churchill took over for Chamberlin; one was up to the job and the other wasn't. For every Tamerlane or Mansa Musa we hear about, there are a dozen wannabes who never get that far.
However, this is not one of those cases. The Europeans were coming to the Americas. and the Brits to this part. The British were not going to be stopped by a failure of some religious nuts, anymore than the failure of Roanoke stopped them. Plymouth had a great natural harbor, and native populations who were welcoming at first. Had the Pilgrims not made it, another group would have soon enough. And while some small differences would have occurred, in the sweep of history they wouldn't have mattered.
They don't have monuments or even a nice theme park, but in the end Massachusetts was settled due to the Massachusetts Bay Colony. As everything from Hudson Bay to India, it was a commercial venture that brought Europeans to Massachusetts, and those attractors -- natural harbor, friendly natives, workable conditions -- are independent of the Pilgrims' fate. Remember that there was a fishers' colony on Cape Ann in 1624, and that Mass. Bay was a going concern by 1629. Though they don't have the publicity that the Pilgrims do, Mass. Bay was ultimately more successful and was mated with Plymouth on and off again in 1643, 1686, and 1691, eventually uniting with it permanently.
So what changes if the Pilgrims never get out of England? Southeastern Massachusetts fills up more slowly. Nobody ever learns the name Squanto. Is SE Mass a British colony within 50 years? You betcha.
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