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I see Linotype has issued a PostScript version of Pilgrim, and there is also an issue from Paratype (same one?). Neither has old-style figures or small caps, even the "Pro."
Back when we were using the Linotron 202, there was a supplemental font that had the os figs, both italic and roman, and small caps in roman.
Does anyone know of a foundry that has issued Pilgrim (or Bunyan) that includes these?