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In the style of antebellum state histories penned by John W. Barber for New Jersey and Massachusetts, Mr. Day's Historical Collections of the State of Pennsylvania relates the history of the Keystone State through the memorable moments of its counties. Coverage extends to all sixty-eight present-day Pennsylvania counties except for the following, which had not been or were newly created at the time of the book's original publication in 1843: Blair, Elk, Forest, Fulton, Lackawanna, Lawrence, Montour, Snyder, and Sullivan.

The work begins with an outline history of the state emphasizing the roles of the indigenous population, the arrival of the Dutch and Swedes, the colony of William Penn, Pennsylvania during the Revolution, education, state finances, and so on. The vast majority of the volume, however, is devoted to chapter-length histories of Pennsylvania's counties, from Adams through York, virtually all of which are embellished by exquisite line drawings of county scenes of edifices. In most cases we learn something of the county's origins, the derivation of its name, date of founding, topography, population from 1790 to 1840, principal cities, industries, churches and ministers, and, depending on the length, colonial conflicts with the Indian population, the county's role in the American Revolution, or other historical episodes for which the county had become celebrated. In a number of instances the county accounts are enhanced by the inclusion of primary sources, such as colonial correspondence, accounts of area colleges, and biographical sketches of county luminaries. The work is unified by an index to Pennsylvania counties, towns, and villages, and a general subject index.