The Pilgrim Progress is a reenactment of the procession to church for the 51 surviving Pilgrims of the first winter in 1621. The reenactment was instituted by the Town of Plymouth, Massachusetts in 1921 in honor of its Pilgrim founders. The march takes place the first 4 Fridays in August and also is an integral part of the Town’s celebration of Thanksgiving Day.

The Pilgrim's Progress from This World to That Which Is to Come; Delivered under the Similitude of a Dream is a 1678 Christian allegory written by John Bunyan. It is regarded as one of the most significant works of religious English literature, has been translated into more than 200 languages, and has never been out of print. Bunyan began his work while in the Bedfordshire county prison for violations of the Conventicle Act, which prohibited the holding of religious services outside the auspices of the established Church of England. Early Bunyan scholars like John Brown believed The Pilgrim's Progress was begun in Bunyan's second, shorter imprisonment for six months in 1675, but more recent scholars like Roger Sharrock believe that it was begun during Bunyan's initial, more lengthy imprisonment from 1660 to 1672 right after he had written his spiritual autobiography, Grace Abounding to the Chief of Sinners.