A few years ago, when the Allegheny County Courthouse and Jail (the masterpiece of H. H. Richardson) was being restored and the jail turned into offices for county bureaucrats, one of the high stone walls was taken apart, giving us a glimpse of the stonework. It turns out to be brick with a facing of large granite blocks, as we see here.
Incidentally, Pittsburghers who visit Minneapolis will find a startlingly familiar building: the Minneapolis City Hall is an unabashed copy of the Allegheny County Courthouse.