It reminded me of this quote from it, which my Grandparents also have in a picture frame in there house:
"and all their talk at the table was about the Lord of the hill; as, namely, about what he had done, and wherefore he did what he did, and why he had builded that house; and by what they said, I perceived that he had been a great warrior, and had fought with and slain him that had the power of death, but not without great danger to himself, which made me love him the more" (http://www.ccel.org/ccel/bunyan/pilgrim.html)I hope you all know the longing to which Bunyan alludes.
Also found a useful article entitled: Why Evangelicals Don't Read Pilgrim's Progress (And Why They Should)
In Hebrews 11, the author conducts his great survey of pilgrims. He describes these Old Testament saints as strangers and pilgrims on earth, with no abiding city, relying on faith in the promises of God, knowing that their inheritance was something better than this present world.