Most jurisdictions have three levels of courts: trial, first appellate, and second appellate. You must exhaust all of your legal remedies at the lower level before you can appeal your case to a higher court.

In the United States two separate systems of government operate side by side everyday: federal and state. In the federal system, the trial court is called the District Court. The District Court is where you have your trial. If you are unhappy with the outcome of your case in the District Court, you can appeal your case to the Circuit Court. If you are unhappy with the outcome of your case in the Circuit Court, you can appeal your case to the United States Supreme Court.

As a brief example, the federal court for Philadelphia, is the District Court for the Eastern District of Pennsylvania. The 3rd Circuit is the appellate court for the Eastern District of Pennsylvania.

State Court is very similar. In Pennsylvania the trial court is called the Court of Common Pleas, the first appellate court is called the Superior Court of Pennsylvania, and the second appellate court is called the Supreme Court of Pennsylvania.

If you are unhappy with the result from the Pennsylvania Supreme Court you can appeal to the Supreme Court of the United States.