Which of these cities is NOT the state capital of any U.S. state?

Pittsburgh is the correct answer because it is not the state capital of any U.S. state. In Pennsylvania, the capital is Harrisburg, while other cities mentioned like Philadelphia and Boston are capitals of Pennsylvania and Massachusetts, respectively. Pittsburgh, despite being a major city in Pennsylvania, serves as an important cultural and economic center but does not hold the status of a state capital. This distinction is crucial in understanding the political geography of the United States, where capitals often serve as the administrative heart of their respective states.