When I lived in Pittsburgh, I don't remember anyone calling it an East Coast affair. Certainly more "East Coast" then Ohio, which was where all the rivalry was focused. I think Pittsburgh always considered itself it's own animal, outside of the whole East/West mentality and just took pride in being an underrated blue collar city... an "us vs them" mentality that's the foundation of a really sturdy militia.
Christ, you should watch them get heated up when you talk about Columbus.
That guy from the cynics has the thickest Pittsburgh accent I've heard in a while. I love it.
C