We watched a number of versions of Pilgrim's Progress. Some were pretty bad and we abandoned but 2 are really very good.
https://www.youtube.com/watch?v=6sK9Pz3SP8s - animated version, reasonably true to the original story
https://www.youtube.com/watch?v=faeen3y7PV0 - a musical version made by a church in the US for $2500. This is not quite what you expect from the word musical. The script is in rhyming couplets (some are a bit strained) with a couple of songs but they fit in very well. It does depart a bit from the Bunyan version and some names are different. It's shot in Oregon and the scenery is beautiful. Highly recommend spending 90 mins on this.