You can enjoy all four seasons in Pittsburgh. Pittsburgh is exciting in every season, no matter the weather. As a city with all four seasons, the 'Burgh has something special in store for those visiting in winter, spring, summer or fall.
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All in all, climates are similar. It will not be nearly as shocking as it would be if you were moving from Miami to NYC. It's just that Pittsburgh is a little colder and has a bit more snow in winter.