They do it at Nine Ladies too and sometimes leave messages - prayers I suppose - a bit like lighting a candle in a church.
I think Scottish healing wells are called Clootie wells where people tie things to the trees nearby:
http://www.themodernantiquarian.com/site/6458/clootie_well.html
And some trees get coins pressed into the bark like the wishing tree in Argyll. A friend of mine says he often finds coins in the hollows of standing stones (especially in the Peak District), but I've never found any. Anyone else?