Although the men hired as migrant workers are in unfortunate economic circumstances, Steinbeck shows them hanging on to their pride in whatever small ways they can. This reaffirms their humanity.
One example of this is Crooks. He is black, and as a result, the other men won't allow him into the bunkhouse. Therefore, he sleeps in a room by the barn. While treated liked an animal—for example, his bed is a long box of straw—he has books in his room and treats the space as his personal domain, a place he can control. When Curley's wife, for instance, tries to come in, he orders her out—until she uses race to intimidate him (Crooks pride can only go so far in the face of his powerlessness). Crooks also has a moment of deep longing to be part of George and Lennie's dream of the farm, but when he realizes the others probably won't accept him, he rejects the dream out of pride.
George also shows pride in how carefully he examines his bunkhouse mattress for bugs and lice. He may have to live in squalid circumstances, but he can show others he is used to better. His dream of the farm is also a way to salvage his pride: the farm he dreams of offers him control over his life that he doesn't now have and shows people he believes he can rise above his current situation.
In my opinion, pride in Of Mice and Men, is most evident and most important within the relationship of Lennie and George, and it is demonstrated no better than in the way George watches out for Lennie throughout the novel. Perhaps the best demonstration of pride is in the scene when George shoots Lennie; I say this because George knows that if Lennie is caught by Curley and his men that he will be treated with the utmost indignation. George wants to help Lennie maintain his pride and protect him, and the only way he can do this is to take him out of Curley's and his method of harm's way. It may seem cruel to some people, but when examined carefully it becomes evident that what George does is done out of love and mercy to preserve Lennie's dignity--in other words, his pride.
How is pride important in Of Mice and Men, and how does Steinbeck show this?
Pride is quite important. He shows it by returning to the subject in many ways, with many different characters. Crooks is shown to be proud of his private little room. Lennie is shown to be proud of his strength. Slim is proud of being a skinner. Curley's wife is shown to be proud of her appearance, and so on.
He also shows the down side. Look at what happens to Candy's spirit when he lets the others convince him to shoot his dog (and when he doesn't do it himself).