The Crab pulsar was observed with the X-ray detectors on the Rossi X-Ray Timing Explorer (RXTE) on 1996 May 2. The large area, high time resolution, extended energy range, and moderate energy resolution of the RXTE instruments provided an unprecedented measurement of the Crab pulsar spectrum as it evolved in phase across the 33 ms pulse. The X-rays are pulsed over the detected range 5-200 keV, and the pulse shape changes with energy in concert with the spectral evolution. The X-ray pulse as seen with RXTE has a well-known double-peak shape with significant emission in the smaller phase region between the peaks (the "interpeak") and no detectable pulsed emission in the "nebular" phase region. The new RXTE results show an evolution of the spectral index across the pulse in a reverse S shape: (1) the spectrum softens (i.e., the power-law index increases) starting at the leading edge of the first peak until the intensity maximum of the first peak; (2) the spectrum hardens in the interpeak region; and (3) the spectrum softens throughout the second peak. The temporal resolution and statistical quality of prior data did not allow behavior 1 or behavior 3 to be seen, while behavior 2 confirms previous results, but with higher temporal and spectral resolution. Thus there is a significant difference in the spectral evolution across each of the two intensity peaks. While existing models can, in principle, explain spectral behaviors 2 and 3, the hardening toward the leading edge of the first peak (behavior 1) is unexpected. This hardening occurs in the same phase region where there is enhanced emission in a "precursor" to the first radio peak at much lower energies and there is a possible broadening of the first gamma-ray peak at much higher energies. The discovery that the first X-ray peak is symmetric with respect to spectral evolution is a new clue toward understanding the interaction between emerging photons and the magnetic field that creates the pulse and defines its phases.