Marcellus drilling in concentrated in the counties below.
The play varies in depth as it heads south towards the gas window. An overview of the play can be found here.

Counties
Allegheny County,PA - Marcellus Drilling
Armstrong County,PA - Marcellus Drilling
Barbour County,WV - Marcellus Drilling
Beaver County,PA - Marcellus Drilling
Bradford County,PA - Marcellus Drilling
Brooke County,WV - Marcellus Drilling
Butler County,PA - Marcellus Drilling
Cambria County,PA - Marcellus Drilling
Cameron County,PA - Marcellus Drilling
Centre County,PA - Marcellus Drilling
Clarion County,PA - Marcellus Drilling
Clearfield County,PA - Marcellus Drilling
Clinton County,PA - Marcellus Drilling
Doddridge County,WV - Marcellus Drilling
Elk County,PA - Marcellus Drilling
Fayette County,PA - Marcellus Drilling
Forest County,PA - Marcellus Drilling
Gilmer County,WV - Marcellus Drilling
Greene County,PA - Marcellus Drilling
Harrison County,WV - Marcellus Drilling
Indiana County,PA - Marcellus Drilling
Jefferson County,PA - Marcellus Drilling
Lawrence County,PA - Marcellus Drilling
Lycoming County,PA - Marcellus Drilling
Marshall County,WV - Marcellus Drilling
Mckean County,PA - Marcellus Drilling
Mercer County,PA - Marcellus Drilling
Potter County,PA - Marcellus Drilling
Ritchie County,WV - Marcellus Drilling
Somerset County,PA - Marcellus Drilling
Sullivan County,PA - Marcellus Drilling
Susquehanna County,PA - Marcellus Drilling
Taylor County,WV - Marcellus Drilling
Tioga County,PA - Marcellus Drilling
Upshur County,WV - Marcellus Drilling
Venango County,PA - Marcellus Drilling
Warren County,PA - Marcellus Drilling
Washington County,PA - Marcellus Drilling
Westmoreland County,PA - Marcellus Drilling
Wetzel County,WV - Marcellus Drilling
Wyoming County,PA - Marcellus Drilling