Jagannath Puri is also known as Purusottama Kshetra and one who visits Purusottama Kshetra gets the results of traveling to all of the holy tirthas. Glories of this Purusottama Kshetra have been mentioned in various Vedic Scriptures. Following information is taken from a section of Skanda Purana.
Lord Brahma visited Purusottama Kshetra, after being advised by Lord Vishnu. Arriving in Niladri., Jagannath Puri, Brahma saw the beautiful four-armed form of Lord Nila Madhava along with Lakshmi, the goddess of fortune. Lord Brahma also noticed a crow flying. As the crow was thirsty, it dipped into it nearby Rohini-Kunda to quench its thirst. Touching the pure water of the Kunda, the crow immediately transformed into a four-armed spiritual being and departed for the Spiritual World.
At that time, Yamaraja, the lord of death, appeared on the scene and began offering prayers to Lord Nila Madhava and Lakshmi Devi. Yamaraja submitted that his duty was to punish all sinful living being at the death, according to their past misdeeds. Yamaraja was concerned about his duty after seeing a lowborn bird attain spiritual perfection simply by touching Rohini-kunda.
“O Yama”, Lakshmi answered in a benevolent voice, “neither you nor any other demigod, including even Brahma, have power or authority here. Living being here are extremely dear to Lord Vishnu. Sinful seeds burn at this place, as cotton is burnt by fire. Your duty concerns those living entities bound by the shackles of pious and impious activates. The people in this dhama are free from their sins simply by seeing the beautiful blue deity of Lord Nila Madhava. Therefore, O son of the sun-god, this is not the place for your duty.”
Yamaraja and Lord Brahma requested Goddess Laksmi-Devi to tell them more about this blessed place. Then Lakshmi-devi recited the history of a sage named Markandeya, who was blessed with extraordinarily long life of seven kalpas.
At the end of Brahma’s day terrible winds began to blow, whipping up hurricanes, cyclones and typhoons. There was a terrible rainfall. Oceans and rivers overflowed their banks and inundated almost the entire universe. Markandeya Rusi was protected by his promised long life. While he was being tossed here and there in the water, the brahmana discovered a small island with a young banyan tree. On the branch of that tree he saw an infant boy lying upon a leaf. The child’s effulgence was swallowing up the darkness, He had dark-blue complexion. The exalted brahmana watched with amazement as the infant took hold of His lotus feet and with placed a toe within His mouth and began to suck. Confused as to the child’s identity, the sage approached Him. Just then the child inhaled, drawing Markandeya into His body.
Making his way through the child’s throat, the rusi saw the entire fourteen planetary systems within the child’s belly. He saw Lord Brahma, Lord Indra, the Siddhas, Caranas, Gandharvas, masters of the four directions, and all other residents of various planets. He saw rivers, mountains, lakes, hills and forests. Moving here and there within the child’s belly, he could find no beginning or end. He saw his own hermitage, where he had previously had audience of the sages Nara-Narayana. The child exhaled, expelling the sage from his body. The sage realized that the child was the Supreme Personality of Godhead and approached Him. Markandeya Rusi bowed down to the Supreme Lord and humbly requested, “My dear Lord, please reveal to me why this particular tract of land remains unaffected during the cosmic devastratuion.”
“O Muni,” Sri Bhagavan answered, “this is my transcendental abode known as purusottama-Kshetra. This place in never influenced by material creation or destruction. Those who live here are blessed with eternal pleasure, and will never again suffer in a mother’s womb.”
Markandeya’s heart brimmed with ecstasy. He took shelter of the lotus feet and decided to remain at that holy place.
Laksmi-devi continued speaking to Yamaraja and Lord Brahma "purusottama-kshetra is formed like a sankha(conchshell). The very sacred sea which is in Jagannath puri is known as Tirtharaja. Anyone who bathes in that sea is immediately freed from all kinds of past offenses.”
"Long ago Rudra beheaded one of the heads of Lord Brahma. Lord Brahma's head stuck to the hand of Lord Shiva as he travelled throughout the universe. Finally, when Shiva appeared here, the head dropped from his hand. The Linga known as Kapala-mocana is situated where Lord Brahma's head dropped to the earth. One who worships this Linga is surely freed from the sin of killing a Brahmana.”
“To the northeast of Kapala-mocana lies the Bimala Devi. She is extremely powerful. One who worships her can get any desire fulfilled.”
"In the middle of Sankha-Kshetra, Ardhasani Devi remains. She is the goddess who drinks half the water during universal destruction. Those who offer her respects and offerings are blessed with unending joy.”
"Surrounding the abode of Lord Jagannatha in eight directions are the dik-palas, or Kshetra paalakas (protectors of the holy dhama). Lord Shiva expanded into eight forms. The eight Shiva dik-palas are: Kapala-mocana, Yamesvara, Markandesvara, Bilvesvara, Batesvara, Nilakantha, Isanesvara, and Kshetrapala. Gauri, Wife of Lord Shiva expanded into eight forms to protect the antarvedi (navel area of the conch). These eight forms of Durga are known as Astachandi. They are Bata Mangala Devi, Bimala Devi, Sarvamangala Devi, Ardhasani Devi, Alamba Devi, Khalaratri Devi, Maricika Devi, and Chandrarupa Devi.”
"At the tip of the conch is the place of Lord Narasimhadeva. One who merely visits this tirtha is freed from past sins. Lord Narasimhadeva ripped apart the powerful demon Hiranyakasipu with His invincible nails. Who will doubt His power to kill the past sins of all who are devoted to Him? O Yamaraja, your duty to punish sinful, envious living beings has no place here.”
Laksmi-devi then addressed Lord Brahma,"O Pitamaha, during Satya-yuga of Svarocisa Manu, a king named Indradyumna will require your guidance. Please instruct him to perform one thousand Asvamedha-yajnas (horse sacrifices). At the completion of these Yajnas the Supreme Personality of Godhead will appear before the eyes of the world. Visvakarma will fashion the deity from wood. That form of Lord Jagannatha is non-different from the Supreme Lord Himself,"
Hearing these glories of Purusottama-kshetra and predictions of future events from Mother Laksmi, both Lord Brahma and Yamaraja were pleased. They offered respectful prayers to the goddess of fortune, and then returned to their respective abodes.