I don't think we've ever had anything like what you're depicting in Philadelphia (KC has a similar setup with Kaufmann/Arrowhead, I'm sure there must be others). But there are some arenas/stadiums located close by each other.
It's not exactly the same as Philly, but Winnipeg used to have its old 50s-vintage arena and stadium across the street from each other in the Polo Park area, which is an inner suburban shopping district. In 2004 the arena was replaced by Canada Life Centre, and then in 2013 IG Field opened and that was the end of that.
You can see the entire old Winnipeg sports district in this early 80s aerial shot... there is the old arena (where Jets 1.0 played), the old stadium (where the Bombers and Goldeyes played - you can see the baseball stands), the old velodrome (site in the 1967 Pan American Games) and Alexander Park soccer field which hosted local clubs but was believe it or not, also used for friendlies featuring some fairly well-known European clubs. All of those facilities are gone now.
I think pre-BC Place in Vancouver, Empire Field and Pacific Coliseum were a stone's throw from each other.
I guess Ottawa with the Civic Centre and Lansdowne Stadium too. That's all I can think of.