Virginia, Tennessee were open primaries that benefitted Hillary a lot more than Bernie because those conservadems were able to vote for Trump. Meanwhile Western Pennsylvania has far less connection to the coal industry which has been in decline for decades and accelerating recently because of Cheap Natural gas from fracking.
If you wanted to know what would happen had all Appalachian states were closed primary then check out the Appalachian part of North Carolina which went for Bernie 40-50% with a lot of protest votes for "other".
In Ohio the appalachian areas were won by Hillary because it was an open primary so those pro-trump conservadems were not locked in the Democratic primary which meant Bernie couldnt bebenefit for those votes.
If you wanna get technical, perhaps Appalachia is a little too expanded as a region. Bernie did won the mountainous areas of Pennsylvania but Western Pennsylvania areas that were lower voted for Hillary.