"Disputations" has a good post on Catherine of Siena's imagery of the Bridge.
I always find myself fascinated by this sort of thing. I've already done a post on Teresa of Avila's Interior Castle. Teresa has a genius for such imagery; it shows up in every work. John of the Cross's Ascent to Mount Carmel is also along the same lines. And one is reminded, too, of Bonaventure's Itinerarium with its imagery of the six-winged Seraph (an image that would naturally appeal to a Franciscan; Francis, you will recall, had a vision of a Crucified Seraph in the sky). These are all examples of the use of imagery as a way to guide contemplation and reflective prayer.
In a sense, Bunyan's Pilgrim's Progress is much the same thing; at least, it is potentially so in the basic image of Christian setting out from the City of Destruction on a journey to the Eternal City. Pilgrim's Progress, as reader-response critics have rightly noted, is not put forward merely to describe the journey from destruction to eternal life; it is there to guide you as you are reading it. The reading itself is supposed to be a sort of journey from City to City in miniature; a way of drawing one out of the real City of Destruction.