Chess Problem Database with PGN or FEN Is there a database of chess probpems that have the game or positions PGN and or FEN?
Some large chess puzzle databases with links:


Free open source collection of 1,743,871 Problems at chessblunders.org, collected from more than 6 million games from professional tournaments.. They have an API for access to database. 
Taken from the website "wtharvey":


Mate in 2 
Mate in 3 
Mate in 4 

From the website "the art of mate in 2"


Nearly ~152000 puzzles in pgn format
You will also find four pgn files of ~ 500 puzzles made by "Argentine problemists"

Browsable collection of problems at "Yet another chess problems database". There are ~420000 problems. Not sure whether it can be downloaded programmatically. In the "About" page, you will find more links, some of which are broken.