The journey made through the counties of Great Britain by the judges twice a year. There are six circuits in England, two in Wales, and three in Scotland. Those in England are called the Home, Norfolk, Midland, Oxford, Western, and Northern; those of Wales, the North and South circuits; and those of Scotland, the Southern, Western, and Northern.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894
More on Circuit from Infoplease: