While I was growing up, it was the Civic Arena. Then it was Mellon Arena. We always called it the igloo. I always thought it looked like a big flying saucer that crash-landed in Pittsburgh.
In the Mellon/Civic Arena I have seen the Harlem Globetrotters, Bruno Sammartino, the Pittsburgh Spirit, the Go Go's, Cyndi Lauper, the Black Eyed Peas and LMFAO. The Penguins didn't win every game I saw, but the Globetrotters did (those poor Washington Capitals).