In the early modern period (preferably 17th century). I'm also curious about the opposite (protestant traveling in a catholic country).
It will be very difficult to go to your church when you are traveling in territory belonging to another church. To give an example, the Edict of Nantes was said to give religious freedom to Protestants in France. In reality, it was a very limited ability to practice their religion. An Huguenot living in Paris could not workshop worship in Paris, due to special clause demanded by the Parliament of Paris upon surrender to Henry IV. The Huguenot would have to travel 6km South-East to Charenton to worship in a Protestant church.
The Peace of Westphalia gave the power to decide the policy of religious worship to the Imperial States. What this means is that each one decided on their own policy. Each state followed its leader's choice of religion: Catholic, Lutheran, or Calvinist. As for treatment of residents of that state that belong to other faiths, it was up to each leader to decide. Freedom to worship in private was guaranteed, as far as it complied with the situation in 1627, but this did not always mean the freedom to found churches and join together in worship as we know it today.