As a transplant to Pittsburgh, I have been fascinated at the late 18th/early 19th competing land claims of Virginia and Pennsylvania in the area.
Essentially Virginia claimed much of what is now Southwestern Pennsylvania, up to the Allegheny and Ohio rivers. Here's a rough map showing what was claimed at that time.
Pennsylvania ultimately won the land claim, which is why Virginia (and eventually West Virginia) was left with the little northern panhandle instead of the more extensive western land claims it ultimately ended up with.
What if Virginia won out instead? The early settlement presumably wouldn't have been too much different, because the same mixture of Scotch-Irish and Germans would have moved into the region. The central city would likely still be called Pittsburgh, and have roughly the same geography, due to topographic constraints. Presumably the added population in the antebellum era wouldn't be enough to cause Virginia as a whole not to secede during the Civil War, meaning Pittsburgh would become the major urban area of West Virginia. In some ways West Virginia would become analogous to Missouri, with one major rust belt metro anchoring a state which otherwise was largely rural.
One of the biggest differences would that what became the North Side of Pittsburgh through forced annexation in the first decade of the 20th century would remain Allegheny City, an independent municipality. Therefore to a degree Pittsburgh would be a set of "twin cities." I tend to think in this case that an independent Allegheny City wouldn't quite get the short end of the stick the same way the North Side did regarding urban renewal programs like highways and expansion of industrial zones.