Program Arcade Games by Paul V Craven. Introduction to programming using Python and Pygame. The book also contains quite a bit of example code for learning to program with Pygame and Python. Site includes animated code examples, video, and interactive quizzes.
Making Games with Python & Pygame - A free Pygame book that includes several example games and explains how each one works. Assumes some knowledge of Python.
Rapid Game Development with Python - by Richard Jones. The basics of pygame are introduced with the example of a simple racing game. Then the program is improved by introducing classes.
sjbrown's Guide to Writing Games Advanced tutorial for object oriented and design pattern based programming. Shows how to design your game in a way that network playing can be added later on.