Pygame's API documentation and some tutorials can be found online at http://www.pygame.org/docs/.
Al Sweigart's Making Games With Python and Pygame is a cookbook for recreating several classic games in Pygame 1.9.1. The free electronic version is available online at http://inventwithpython.com/pygame/chapters/ or as a downloadable PDF file at http://inventwithpython.com/makinggames.pdf.