Elliptic Curve Crypto, is a distributed signing method possible using Shamir's Secret Sharing?
You can do it with two machines. https://www.iacr.org/archive/crypto2001/21390136.pdf (this paper is for DSA; it's easy to adapt for ECDSA).

Here's an open-source JavaScript implementation of two-party ECDSA signing, using Bitcoin parameters: http://www.jpaulgossip.com/demo/split-key.html

Unfortunately the protocol requires at least three rounds of interactive communication so it is probably not suitable for what you call progressive signing.

I believe splitting a key among more than two machines remains an open problem. ECDSA is not well suited for split signatures. I assume your application is something like Bitcoin which requires ECDSA. If only Bitcoin had used BLS signatures, then it would be easy to implement multiparty signing.

Update (4/5/15): A group of researchers at Princeton have solved the problem of multiparty (more than two parties) Bitcoin signatures: https://freedom-to-tinker.com/blog/stevenag/threshold-signatures-for-bitcoin-wallets-are-finally-here/