One of the comment pointed out that the word progressive was not defined. That could be a problem. It is a progression toward what ?
Most progressive countries are often on the left political spectrum such as Sweden, Denmark and Finland. These countries have high tax rates, good wealth redistribution and offer good social security. They often labels themselves as social-democrat. But everyone knows that the word they want to use is socialist. They are socialist but the word has a bad meaning for a lot of people. They seek greater equality, and that is why the are called progressive. Originally, the communist and socialists had the same goal. Where the communists wanted to change everything with a revolution, the socialist wanted to do it in a democratic way. They chose the slow way to change their country, instead of the highway.
So, this is the generally accepted meaning but progress can go in any direction.
We have to be careful in politics when we use words like liberals, conservative or progressive. In the US, you are progressive (on the left) if you vote for the democrats. If Sweden had the same democrat party, it would be a right, or a center-right party and the party would probably not be considered progressive.
Ok so my advice would be to repost the question and replace the word progressive with social-democrat or socialism and give a definition of what is it.
And lastly, to answer your question : Are there any countries that are progressive in most if not all aspects?
the question is vague. You want to know if a country can be 100% progressive?
a good books about the different types of welfare states : http://www.amazon.com/The-Three-Worlds-Welfare-Capitalism/dp/0691028575