The city of Philadelphia is mentioned twice in the Bible. Obviously, this is not Philadelphia, Pennsylvania, but rather a city situated in Lydia along the Hermus River valley in Asia Minor, about 28 miles southeast of Sardis. It was built against the cliffs of Mount Tmolus.
It was a Roman town until it fell to the Turks in 1379. It has nearly been destroyed by earthquakes on several occasions, but it still exists, although its name is currently Alasehir ('City of God'), and the area is now known as the Aegean region of Turkey.
Revelation 1:10-11 (KJV) "I was in the Spirit on the Lord's day, and heard behind me a great voice, as of a trumpet, / Saying, I am Alpha and Omega, the first and the last: and, What thou seest, write in a book, and send it unto the seven churches which are in Asia; unto Ephesus, and unto Smyrna, and unto Pergamos, and unto Thyatira, and unto Sardis, and unto Philadelphia, and unto Laodicea."
Revelation 3:7 (KJV) "And to the angel of the church in Philadelphia write; These things saith he that is holy, he that is true, he that hath the key of David, he that openeth, and no man shutteth; and shutteth, and no man openeth;"
Philadelphia literally means "brotherly love" in Greek; it is named after its founder, Attalus II Philadelphus. William Penn apparently named Philadelphia, Pennsylvania as he did because of this original meaning, and not specifically because the name was mentioned in the Bible.