Most of what you are asking for you can obtain yourself. For birth and death certificates before 1906, contact:
Allegheny County Register of Wills
City-County Bldg., 1st Flr.
414 Grant St.
Pittsburgh, PA 15219
412-350-4180
www.county.allegheny.pa.us/regwills/cert.asp

For birth and death certificates from 1906 to date, contact:
PA Dept. of Health
Division of Vital Records
101 S. Mercer St., Rm. 401
P.O. Box 1528
New Castle, PA 16101
724-656-3100
www.dsf.health.state.pa.us/health/site

Allegheny Cemetery will also do lookups in response to mail requests. Contact them for information on procedures and fees.