Summary
The Holy Places are the subject of assurance (2) in McMahon’s No. 4 in the McMahon–Hussein correspondence: Great Britain will guarantee the Holy Places against all external aggression “and will recognise their inviolability” (Correspondence between Sir Henry McMahon and the Sherif Hussein of Mecca, July 1915–March 1916, PDF p.8). The paper does not name which places the term covers.
Details
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No. 2 (30 August 1915): McMahon writes that Britain is ready to send, for the Holy Cities and the noble Arabs, the charitable offerings of Egypt, as soon as the Sherif states how and where they should be delivered (PDF p.5).
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No. 4, assurance (2) (24 October 1915): the guarantee and inviolability recognition above (PDF p.8).
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No. 4, close: McMahon records relief at “the safe arrival of the Holy Carpet and the accompanying offerings”, landed without trouble despite the war (PDF p.9).
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Which places count as the Holy Places, and whether any place in Palestine is included, is not stated in the paper (source page, Open questions).
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In the 1939 committee report the Holy Places become an argument about inclusion: the Arab representatives hold that McMahon’s express stipulation of guarantees for the Holy Places is conclusive proof he had Palestine in mind when he gave the pledge, while Annex B for the United Kingdom holds that the absence of any mention of guarantees for the Christian and Jewish Holy Places shows McMahon never supposed Palestine was included, since Britain could not hand it to another Moslem Power without such guarantees (Report of a Committee set up to consider certain correspondence between Sir Henry McMahon and the Sharif of Mecca, lines 251-255, 395-420).
Related pages
Correspondence between Sir Henry McMahon and the Sherif Hussein of Mecca, July 1915–March 1916, Status Quo (Holy Places), Arab Khalifate