4-The first, last, and only piece of music recorded about Philadelphia was the theme from Rocky
First of all, that's not true. Second of all, it's called "Gonna Fly Now". Third of all, the version they generally play is the Maynard Ferguson one, not the Bill Conti recording from the movie.
All that being said, the Rocky-related thing most Philadelphians like to do is watch tourists try to run up the art museum steps and get winded halfway. And, it should be noted, very few of them (tourists or observers) ever actually enter the museum.
5-It's called a Philly Cheese Steak
No, it isn't. It's a cheesesteak. Period. If the person you are buying it from feels the need to append the word "Philly" to it, it isn't one. As for those who put mayo on the bun, well, the less said about them, the better.