Just outside the Valley of the Shadow of Death he meets Faithful , who also used to live in the City of Destruction . They go together to Vanity Fair , where they are both arrested because they do not like the kind of business which is being done at the fair , all based on greed . Just outside the Valley of the Shadow of Death he meets Faithful , also a former resident of the City of Destruction , who accompanies him to Vanity Fair , where both are arrested and detained because of their disdain for the wares and business of the fair .