I grew up in PIttsburgh, PA.  I believe Pittsburgh is the only "burg" in the U.S. that's spelled with an "h" on the end.  But Edinburgh in Scotland is pronounced "ed-in-burr-ah", so why isn't Pittsburgh pronounced "pitts-burr-ah"??..
 
There are a number of strange pronunciations here locally.  There's a major street named DeBuys.  Local pronunciation?  Dah-BEES.
A town north of here is named Kiln.  Local pronunciation?  "Kill".  Or, stranger yet, "The Kill".
And to the west is New Orleans.  Northerners pronounce it, "New Or-LEENs".  Locals pronounce it, "New AHlins", or even "Nawlins".