PROGMEM does not seem to be working.

I think you need to look at the lower part of the tutorial PROGMEM - Arduino Reference specifically at 'Arrays of strings'. To have arrays like this you need to also have an array of pointers to the strings for it to work. Not sure if it will help in your case but if these are Serial.Print strings then there is an F modifier to place the string in PROGMEM. I'm not sure if it's part of the .print class and may also works for LCD.Print etc.

Serial.print(F("A is for apple, J is for jacks. Cinnamon Toasty Apple Jacks. Dig-Um!\r\n"));