Billy Mays, an Allegheny County native who got his break at the Pittsburgh Home Show, has died. I'm just floating the idea of making a.... Billy Mays, an Allegheny County native who got his break at the Pittsburgh Home Show, has died. I'm just floating the idea of making a lasting tribute to this television infomercial magnate by naming something in McKees Rocks or Allegheny County after him. The Billy Mays Home Show? The Billy Mays (McKees Rocks) Bridge? If you agree, contact us via email, Facebook or Twitter. Links at the top right.