Philadelphia sports-anchored by the Eagles, Flyers, Phillies, and 76ers-have a long, and sometimes tortured, history. Philly fans have booed more than their share and have earned a reputation as some of the most hostile in the country. They've been known, so the tales go, to jeer Santa Claus and cheer at the injury of an opposing player.

Strangely though, much of America's perception of Philadelphia sports has been shaped by a fictional figure: Rocky. The series of Hollywood films named after their title character has told and retold the Cinderella story of an underdog boxer rising...