Is there any better underdog story than Rocky? Like the movie's hero, the film itself was sort of an underdog, shot on a small budget and in a relatively short time frame. Sylvester Stallone wrote, directed and starred in the movie, which was inspired by several different boxing legends. It went on to win the Oscar for Best Picture and spawn a successful (and possibly excessive) franchise that involves 5 (scratch that, 6) sequels and spin-offs. The city of Philadelphia, where the movie takes place, is featured so prominently in the film that it's almost another character.
Start your tour of Rocky Balboa's Philly by walking past the "Take You Back" Corner (where Frank Stallone, Sly's brother, appears briefly as part of a barbershop quartet of dudes singing on the corner... do do do dooo).
Make your way to Rocky Balboa's Apartment...just remember to be mindful that this is private property, so don't do anything rude or illegal or dumb!
If you wanna eat Rocky-style, then grab a cheesesteak at Pat's King of Steaks -- there's even a plaque commemorating the corner Sylvester Stallone stood in the scene. Ugh, I'm so hungry just thinking about a good cheesesteak. It's much more enjoyable than eating lightning and crapping thunder, in my opinion.
Burn off the calories from the sandwich by re-enacting the iconic training montage, which takes our hero through the Italian Market and past Independence Hall.
Finish your run by jogging up the steps of the Philadelphia Museum of Art, where you can celebrate and take in the view, Rocky-style.
Pose for a picture with the Rocky Statue (the people of Philadelphia love Rocky Balboa so much they built a freakin' statue to a fictional character. City Commerce Director Dick Doran said that Rocky had done more for the city than anyone "since Ben Franklin"). I wish I could suggest a good butcher shop as well, but I doubt any of them will let you use the sides of beef like a punching bag.
You can also stop by Paulie & Adrian's House.
Or, pick up some turtle feed at Adrian's Pet Shop (not really, though, since it closed after the movie was filmed).
Oh, and get a good pump up speech at Mighty Mick's Gym.
For an even deeper reference, stop by Gazzo's Street... just be careful that no one threatens to break your thumbs, ya hear?
There are a few point of interest that were actually filmed outside the City of Brotherly Love, in Los Angeles. There you can find the Ice Skating Rink where Rocky took Adrian on their first date (it's actually now a Fred Segal, but you can still see where the rink once was!).
Visit the gym from the very first scene in the movie, where Rocky fights Spider Rico. It was known as Resurrection Gym, but the eponymous painting of Jesus that the movie opened with has been sadly painted over.