Step 1: Understand the nickname.
Kerala's districts often have unique cultural or geographical nicknames that reflect their distinct heritage and traditional industries.
Step 2: Identify the correct district.
Kannur district is known as the 'Land of Looms and Lores' because of its rich tradition of handloom weaving (especially Kannur sarees and fabrics) and its vibrant folklore, including the famous Theyyam ritual performances.
Step 3: Eliminate other options.
Pathanamthitta is called 'Pilgrim's Capital', Thrissur is the 'Cultural Capital', and Kozhikode is the 'City of Spices'.
\[ \boxed{\text{Kannur}} \]