There are two Rocky's that have risen to prominence in the state of Pennsylvania. One Rocky played for one of the greatest dynasties in sports, served his country and even managed to make a come back after taking shrapnel in combat.
The other Rocky is a fictional character who works for the mob, beats his meat and loses his big fight. The city of Philadelphia celebrated his "accomplishments" with a statue.
That pretty much sums up the difference between Pittsburgh and Philly.