I lived in Pittsburgh for twelve years before moving to Chicago. I thought Chicago, being a bigger city, would have at least this good of an Italian grocery store. I was wrong.
Penn Mac is truly the ultimate Italian Grocery store. There's a massive cheese counter with the most extensive selection I've seen anywhere that isn't a specialty cheese shop (though ever since Carol's retirement the service hasn't quite been the same), plus a whole deli counter adjacent to it. You can get fresh pasta at a counter over by the registers. Their pasta selection is almost as big as the entire grocery selection of some places in Chicago. They have bulk availability of all sorts of grains you'd never find at your local grocery store. And the list goes on...
Be warned that it gets very crowded on Saturday morning. It's worth seeing because it's part of the atmosphere, but if you're like my dad and want to buy dozens of boxes of pasta all in one go and park in back, try a weekday afternoon.