An 1875 reproduction of the only first edition of Pilgrim's Progress extant at that time is available for download from Google Books. This is the title page from the original, taken from that resource.
Pilgrim's Progress Lessons
Here is Pilgrim's Progress by John Bunyan, presented in individual lessons with supporting Scripture (NKJV) presented just after each lesson. All of Christian's journey is complete below.
The end of Book One (Lesson 48) seemed like a good place to stop. However, as lessons are added, they will be made available here.
The book text used in the lessons is from the library of the Online Bible which is available for download.