The correct answer is - under water.
During the Mississippian Period, the climate on the Earth, as well as the shape of the continents and the oceans was not as it is nowadays, in fact it was much different, unrecognizable by their shapes in the present.
Pennsylvania was not part of the land in this period, but instead it was part of the ocean, thus it was under water. Since it was close to the coastline, it was very rich in life, organisms of all types lived in it. One of those organisms that thrived were the sea lilies. They had perfect conditions, so they were one of the most common organisms in this area in the Mississippian Period, thus there's lot of fossil remains from them from this geological period.