Pennsylvania's nickname is The Keystone State because it was the middle colony of the original 13 colonies and because Pennsylvania has held a key position in the economic, social, and political development of the United States. The state song of Pennsylvania also mentions the state nickname in the second verse: "Birthplace of a mighty nation, Keystone of the land." The word keystone is from architecture, it describes the central wedge-shaped stone in an arch which holds all the other stones in place:

Three of our most treasured documents were written in Pennsylvania: the US Constitution, the Declaration of independence, and the Gettysburg address.

Source:

Pennsylvania - Symbols: PA Historical & Museum Comm.
Lincoln's Gettysburg Address: PA Visitors Network

Links:

State Nicknames - 50 States