Pennsylvania's movie is...

Rocky

Rocky Balboa is probably the most famous fictional character to come from Pennsylvania, and Philadelphia City Commerce Director Dick Doran once claimed Sylvester Stallone and Rocky had done more for the city than “anyone since Ben Franklin.” The Cinderella story about a boxer given a shot at the title takes place all over Philadelphia, most memorably on the steps of Philadelphia Museum of Art, and the character was later memorialized in statue displayed outside the museum