We receive a mysterious micro-cassette containing a 20-year-old voicemail message from Sylvester Stallone. It allows us to tap into the mind of the man himself — uncovering why he created Rocky and what elements of Philadelphia he used to build the world around him. We meet possibly the biggest...

We journey to the bright lights of Hollywood to meet Rocky’s original sculptor, A. Thomas Schomberg. Also, we glimpse at rare, behind-the-scenes photos of Stallone and the artist during the statue’s creation. Back in Philly, we visit a foundry and a life-size replica of the Statue of David near...