THE ORIGINAL VANITY FAIR Chris discusses the current obsession with the bizarre transformation of Bruce Jenner into an alleged "woman" as published on the cover of Vanity Fair magazine. But where does the name Vanity Fair come from? In truth, it originates with John Bunyan's great Christian allegory, "Pilgrim's Progress." In the journey of Christian toward the Celestial City, he enters into the town of Vanity where they have the great Vanity Fair -- a tradition begun by Beelzebub, Apollyon and Legion -- three names for Satan and his host of demons in the Bible.