The Collaborative International Dictionary of English v.0.48:

Allegheny \Al"le*ghe`ny\, a.
   1. Of or pertaining to the Allegheny Mountains, or the region
      where they are situated. Also

The Collaborative International Dictionary of English v.0.48:

Appalachian \Ap`pa*la"chi*an\, a.
   Of or pertaining to a chain of mountains in the United
   States, commonly called the Allegheny mountains.
   [1913 Webster]

   Note: The name Appalachian was given to the mountains by the
         Spaniards under De Soto, who derived it from the
         neighboring Indians. --Am. Cyc.
         [1913 Webster]

WordNet (r) 3.0 (2006):

Allegheny
    n 1: a river that rises in Pennsylvania and flows north into New
         York and then back south through Pennsylvania again to join
         the Monongahela River at Pittsburgh which is the beginning
         of the Ohio River [syn: Allegheny, Allegheny River]