The University of Pittsburgh's Archives of Industrial Society (7500 Thomas Boulevard, 2nd Floor, Pittsburgh, PA 15260, 412-244-7091, firstname.lastname@example.org) has a number of collections that genealogists can use among its 20,000 feet of paper documents and 100,000 photographs. These include: files of the United Electrical Workers union; records of ethnic churches and organizations; corporate documents; and records of the former city of Allegheny, which in 1907 became the north side of Pittsburgh.
Soldiers and Sailors Memorial Hall (4141 Fifth Avenue, Pittsburgh, PA, 412-621-4253), opened in 1910, is a repository of records relating to individuals with Civil War service from western PA. Among the highlights of its collection are Grand Army of the Republic post records; Army enlistments; and Allegheny County burial records for Civil War veterans.
If you're looking for church records, then the Roman Catholic records at the Diocese of Pittsburgh Archives & Records Center (Synod Hall, 125 N. Craig St., Pittsburgh, PA 15213, 412-621-6217, email@example.com) can be researched by the diocese on an unrestricted basis for records more than 100 years old and with varying degrees of restriction for newer records. Allegheny College's Pelletier Library serves as the host for the Smeltzer Bell Research Center (Pelletier Library, Allegheny College, Meadville, PA 16335, 814-332-3768, firstname.lastname@example.org) which serves as an archive for church records of the Western Pennsylvania Conference of the United Methodist Church. Presbyterian records available for research at the Pittsburgh Presbytery (801 Union Ave., Pittsburgh, PA 15212, 412-323-1400) include Presbytery minutes, session minutes of Presbyterian congregations in the Pittsburgh Presbytery, and a Resource Center. There is also an Evangelical Lutheran Archives (Thiel College, College Avenue, Greenville, PA 16125, 412-589-2131) at the Langenheim Memorial Library of Thiel College in Greenville.
Outside of Allegheny County, the Genealogical Society of Southwestern Pennsylvania has a genealogical collection consisting primarily of the genealogical records of Southwestern Pennsylvania - all of the area that was originally part of Washington County, formed in 1781. Their collection is housed in Citizens Library (55 South College Street, Washington, PA, 724-222-2400, email@example.com), about an hour south of Pittsburgh.
Even if you can't make it to Pittsburgh, Historic Pittsburgh, an "online only" collection of materials from the Historical Society of Western Pennsylvania and the University of Pittsburgh, has plat maps for the greater Pittsburgh area as well as indexes for U.S. Census entries for Pittsburgh (1850 through 1880) and Allegheny city (1850 through 1870).