Since State College is so mountainous, you have your pick as to where you would like to rock climb or rappel. One such location is in Donation, PA. Take PA 26 east toward Pine Grove Mills. Go over the mountain and follow until you get to a stop sign at McAlevy's Fort. At the stop sign you turn right (bearing left will take you out to Greenwood Furnace State Park). Follow PA 26 through McAlevy' s Fort. As long as you stay on PA 26, you will get to the Village of Donation. After passing through, there is a small church on the right. Make a right there and follow until you get to an elk farm. At the farm turn left and follow the road through the gap in the ridge. There may even be some anchors already there for you to use. This is on private property so you need to contact the PSU Outing Club: http://www.clubs.psu.edu/outing

Here are some other places to go if you want to get away from it all...

Panther Rocks
Directions: From Anderson Creek (N of I-80, Exit 18), drive 3 miles East on Four Mile Rd. Panther Rocks are on the right
Level: Beginner

Huntingdon Rocks
Directions: Huntingdon Rocks are in Huntingdon above Juniata River & railroad tracks. Ask locals. Please don't trespass.
Level: Advanced

Coburn Area
Directions: from Coburn (S of Hwy 45), cross bridge in town over Penns Creek. Follow road to rock on right. Coburn Rocks at roadside and above.
Level: Mixed beginner and advanced

Pinnacle Rock in the Coburn Area
Directions: Go 1 mile South of Coburn Rock. Park and cross RR trestle. Hike on path to left for Pinnacle Rock.

PSU Campus
Directions: Hammond Wall (90' traverse), The Obelisk (L of Old Main).
Level: Mixed grades

Double Secret Quarry
Directions: from Bellefonte, go south on Hwy 150 to Pleasant Gap. Follow Hwy 155 east to a right turn onto White Rock Rd. Follow this to the end. Walk path past gate and along farmer field to Pleasant Gap Quarries 150 yards from road.
Level: Intermediate

Castanea Slab Directions: At Castanea (S of Lock Haven), Castanea Slab is on Hwy 220.
Level: Intermediate

Big Rocks
Directions: Fr Snowshoe (I-80 at Exit 22), drive W on Hwy 53. Turn N on Hwy 144 for ~30 mi. Turn left at Barney's Ridge Rd and follow to Big Rock's Vista Rd. Turn right and follow to Big Rocks on left.
Level: Intermediate/Expert