Usually records of baptisms and marriages are kept in the parish where they occured.You write to the pastor and request them.You can also phone.You should include a search fee and a self addressed stamped envelope big enough to hold the records you want.
In some dioceses the records of marriages and baptisms are kept in the diocesan archives, instead of the parishes.Pittsburgh's archives include at least some sacramental records.Pittsburgh's diocese has a fee that they charge to get sacramental records from their archives.They do not post it.You have to request a form from the archivist, so you probably send in the fee with the form.My diocese charges a $5 search fee for each record, but I have seen search fees as high as $20.Here is the page for the archives.You can get the address and the policy. http://www.diopitt.org/archives/archives.htmhttp://www.diopitt.org/archives/archives.htm
The Catholic Church has a serious personnel problem, so genealogy searches can take a few weeks.The records are filed by the date of the sacramental event, not by name, so you need to provide a fairly good date.A birth date is usually acceptable for baptism.
A marriage certificate has pretty much the same information as its correspoding civil version.(After a wedding the priest has to fill out and sign the marriage license, just as if he were a justice of the peace, and file it with the county clerk or town clerk as well as make out the Church's record.) If you don't have a good date for the wedding, it might be easier to find the civil version of the certificate.
Here is the Diocese of Pittsburgh homepage.If you need more parishes, click on the parish tab at the top of the page.If you need more about the archives, click on the services tab.http://www.diopitt.org/http://www.diopitt.org/