I was wondering if it is within the rules to play 2 copies of lets say The Storm Comes , add one to the victory display after completing it, and later on, continue to add progress on the second copy although you cannot add it to the victory display.

It is legal. If you succeed to put enough progress tokens on the second it will be explored and go to the discard because it can't go the victory display.

Rouxxor is correct, they are playable and get discarded when progressed enough.

This is addressed explicitly in the Sands of Harad rules sheet which came with that deluxe box and can also be downloaded from FFG's Lord of the Rings product page: https://www.fantasyflightgames.com/en/products/the-lord-of-the-rings-the-card-game/

Thanks guys.