When I was on a work trip to New Zealand, a coworker told some people he was from Philadelphia. I felt an urge to say, "You are not; you're from Pennsauken."

I said nothing, because I didn't want to be that guy, but also because some person in a bar in Auckland is not going to know what a "Pennsauken" is.

Strictly speaking, the rule is what u/synthetikxangel said: if your zip code starts "191", then (and only then) you can say you're from Philadelphia. But the thing is, there's no mechanism for enforcing that rule. So, Bala Cynwyd? Feasterville? Kennett Square? Whatever. But don't turn to me for confirmation, because I'll say, "Nah, he's from Pennsauken."