In 我去北京旅行, is 北京 the object? If not, what *is* it?
This is an example of a serial verb construction. Mandarin Chinese can have a transitive verb-object followed by an intransitive verb. The object of the transitive verb can become the subject of the intransitive verb. Or, in this case, the intransitive verb can share the subject with the transitive verb. (Note: In English, 'go' is an intransitive verb. In Mandarin, it's transitive.) 

我去北京 is clearly a subject-verb-object. 旅行 is an intransitive verb. As such, it can be a 'serial' (i.e. added in a series) after a transitive verb and its complement.