The Pittsburgh Post-Gazette reports that as of now (3/6/12) there is no deal to shoot Frank or Francis in Western Pennsylvania. While this contradicts previous reports on this movie, this is straight from the Pittsburgh Film Office's Dawn Keezer. It's not definitely off, but it's not definitely on either.
The Frank or Francis shooting in Pittsburgh rumors were rampant on local movie sets last fall, and the rumor hit the local paper last December. However, it did not seem to ever be formerly confirmed by the Pittsburgh Film Office.
So, while I hope this flick is eventually shot here...there's no definite word yet.