There is a large number of self-guided heritage trails and walks for Surrey, which include circular trails tied to the industrial milling history of the Tillingbourne Valley produced by the Surrey Hills AONB (Shalford, Chilworth, Albury, Shere, Gomshall, Abinger Hammer and Wotton), a series of audio tours from the Surrey County Archaeological Unit available through izi.travel (Witley Camp in the First World War and Woking Palace).
Recently the Medieval Studies Forum produced a self-guided trail for the Festival of Archaeology, themed around 'journeys' and medieval pilgrimage, which is available here.