The pygame Documentation page has a number of tutorials. A Newbie Guide to pygame is very good.

There are lots of examples that come with pygame. See https://github.com/pygame/pygame/tree/master/examples. They should be installed, and are runnable like:

python -m pygame.examples.aliens

Below are unofficial tutorials and guides. Anything with wrong install instructions is not allowed.

General Tutorials

Pygame Tutorials on Specific Topics

Books with Pygame Tutorials

Non-English Resources

Spanish

Brazilian Portuguese

Français (french)

Greek

Polish

Italian