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".