The book, despite its relatively scarce passages of detailed description, has from the very beginning attracted illustrators, painters, and (later) filmmakers. The great English poet and artist William Blake is prominent among these, as are Byam Shaw, the Rheads, and Barry Moser. In 1850, a moving panorama of Pigrim's Progress, known as the Bunyan Tableuax or the "Grand Moving Panorama of Pilgrim's Progress" was painted by Joseph Kyle and Edward Harrison May and displayed in New York; an early copy of this panorama survives and is at the Saco Museum in Maine. Many prominent American artists contributed designs for this panorama, among them Frederic Edwin Church, Jasper Cropsey, Henry Courtnay Selous, and Daniel Huntington. You can see scenes from this surviving copy here, or watch a video of the entire panorama here. Like films, panoramas were displayed using two reels -- though since the painting is more than eight feet tall, "changing the reel" is quite an undertaking!
Early film producers also seized upon the subject, beginning with a silent version in 1912; an animated version was produced in 1950, and the year after that it was the subject of an opera by the composer Ralph Vaughn-Williams. A 1978 live action version even featured a very young Liam Neeson in the role of "Evangelist" (he appears at 9:15 -- it's his very first film role)! In 2008, a reasonably well-done live action version featuring a completely contemporary setting is available -- you can watch the trailer here, or the full movie if you dare!
JUST ADDED: Here's a photo of the board game version in use.