They have been to Spain and Scotland, to the south of France and the north of Turkey. They have visited Germany's industrial heartland and the billionaire's paradise of West London, all without allowing an opponent a goal.
It is why, if Barcelona are Europe's irresistible force, United are its immovable object. They have reached the final with a record of extraordinary defensive resilience. It is in keeping that, in a season which has been very much a squad effort, they have done so with an ever-changing cast at the back. Nevertheless, the importance of Rio Ferdinand cannot be disputed.
If much of the footballing world has debated the answer to one of the game's most intriguing answers - how do you stop Lionel Messi? - United hope the solution lies in the formidable figures of Ferdinand and Nemanja Vidic.
Each dwarfs the prolific Argentine making it all the more remarkable that Messi's aerial ability brought him a goal when Barcelona won the 2009 final the two sides contested.
"It was a great cross and a great header," Ferdinand said. "But looking back you don't want to watch those goals or any goals going in against your team. Hopefully this time it will be a different result."
Revisiting 2009 would, some might suggest, be a painful process but the centre-back deems it helpful.
"Some of us watched it on our own and some of us watched it as a team experience," Ferdinand said.
"It's part of doing your research before a game and there's no better time than a week before. We've been studying Barcelona this week, collectively, but no more than we do with any other team, to be honest. It's about scenarios."
Vidic also pored over the footage of the match two years ago in Rome.
"The side we had in 2009 was a good team and so is this one," the Serbian said. "It has quality. The performance will have to be better."
One of football's foremost advocates of technology, whether oversized headphones or any gizmo that allows him to tweet with frenetic regularity, Ferdinand has a modern method of preparation.
"Individually we all get stuff put onto our iPads about certain players, week in, week out," he said. "It's more fine tuned stuff in terms of what you get to see."
Barcelona, he admits, pose a unique challenge. Messi's habit of dropping deeper could leave Ferdinand and Vidic without a direct opponent for much of the match.
"We play against one or two strikers, traditionally, but this time we might have no-one around us for long periods yet they will be still as dangerous," the 32-year-old said. "You have to be adaptable and in this game we will have to do things we don't normally do."
In other respects, it is business as usual for one of United's most vocal players. While their defensive unit, including Patrice Evra at left-back and the retiring 40-year-old Edwin van der Sar, is among the most seasoned in the game, the likely exception will be at right-back, where the 20-year-old twins, Rafael and Fabio da Silva, are competing for a place. It gives the right-sided central defender an added responsibility to the boys from Brazil.
"I'll talk to them all the way through the game," Ferdinand said. "They need someone like me to help guide them sometimes and that's what you're there for. You need to lend experience; you don't keep that experience all to yourself."
The presumption that Barcelona are overwhelming favourites is both challenged and indulged at Old Trafford. A focus on halting the Spanish champions, however, should not detract from their need to attack.
This, Ferdinand believes, should not be a 90-minute rearguard action, but a balanced display of offensive and defensive football.
"I think it's the key in all games. You've got to have a good balance in your team and that's what we've done better than anyone else in the Premier League this year," Ferdinand said.
"We need to take this into the game, but against a team like Barcelona they have got so many attacking threats that you have to make sure everything is clicking in the right order."
It is, he believes, about approaching the game with admiration for, not trepidation about, their garlanded opponents' gifts.
"We've got respect for all the guys in their team but it doesn't go beyond that to anything else," he added.
Yet while Messi's half-century of goals may be the most eye-catching statistic in European football, United can point to factual evidence of their defiance.
Ferdinand's has been an injury-ravaged campaign, with the England defender clocking up just 28 games, but he has only suffered defeat on two occasions in his club's colours. If it is an encouraging omen for United, the circumstances may be less encouraging: both were in north London, against Manchester City at Wembley Stadium and Arsenal at the Emirates Stadium.
London is calling again for Ferdinand; this time, he hopes, the sound of the final whistle will be sweet indeed.