I'm assuming you're going to take I-90 in.
Ace Fireworks is just on the other side of the border near Conneaut, right off of I-90 (I believe it's the first exit across the state line, but I can't remember for sure). They carry anything that is legal in OH, and cater to PA customers (they'll even give you a permit to carry the fireworks across state lines-valid for 24 hrs.

). Keep an eye out for billboards posted along I-90, especially around Erie, for the exact exit number.