Probably the two most famous sites are the Slough of Despond, in which the hero is mired, and Vanity Fair, where Faithful is put to death.  
Part II details a journey taken despite the objections of Mrs. Timorous and others.  The journey is successful, mainly because of the guiding skills of Great-heart.  The first part introduces such characters as Apollyon, who tries to crush the hero to death.  Notable locales include the Interpreter's House, the country of Beulah, and Carnal City, from which Mr. Worldly Wiseman comes.  Probably the two most famous sites are the Slough of Despond, in which the hero is mired, and Vanity Fair, where Faithful is put to death.  FTP, name this allegory in which Christian flees the City of Destruction, a work by John Bunyan
Part II details a journey taken despite the objections of Mrs. Timorous and others.  
The Pilgrim's Progress (I'm not including the whole damn title)