The river is formed by the confluence of the Allegheny and Monongahela rivers at Point State Park in Pittsburgh, Pennsylvania.From Pittsburgh, it flows northwest through western Pennsylvania, before making an abrupt turn to the south-southwest at the West Virginia—Ohio—Pennsylvania triple state line, from which point it forms the border between West Virginia and Ohio, upstream of Wheeling, West Virginia.The river then follows a roughly southwest and then west-northwest course before bending to a west-southwest course for most of its length. It flows along or through West Virginia, Kentucky, Ohio, Indiana, and Illinois, until it joins the Mississippi near the city of Cairo, Illinois.Its watershed drains most of Tennessee and parts of Georgia, Virginia and North Carolina, via its tributaries.

The Ohio River is young from a geologic standpoint. The river formed on a piecemeal basis beginning between 2.5 and 3 million years ago. The earliest Ice Ages occurred at this time and dammed portions of north flowing rivers. The Teays River was the largest of these rivers, and the modern Ohio River flows within segments of the ancient Teays. The ancient rivers were rearranged or consumed by glaciers and lakes.

Upper Ohio River

The upper Ohio River formed when one of the glacial lakes overflowed into a south flowing tributary of the Teays River. Prior to that event, the north flowing Steubenville River (no longer in existence) ended between New Martinsville and Paden City, West Virginia. Likewise, the south flowing Marietta River (no longer in existence) ended between the cities. The overflowing lake carved through the separating hill and connected the rivers. The resulting floodwaters enlarged the small Marietta valley to a size more typical of a large river. The new large river subsequently drained glacial lakes and melting glaciers at the end of several Ice Ages. The valley grew with each major Ice Age.Many small rivers were altered or abandoned after the upper Ohio River formed. Valleys of some abandoned rivers can still be seen on satellite and aerial images of the hills of Ohio and West Virginia between Marietta, Ohio, and Huntington, West Virginia. As testimony to the major changes that occurred, the valleys are actually found on hilltops. 

Middle Ohio River

The middle Ohio River formed in a manner similar to formation of the upper Ohio River. A north-flowing river was temporarily dammed southwest of present-day Louisville, Kentucky, creating a large lake until the dam burst. A new route was carved to the Mississippi River, and eventually the upper and middle sections combined to form what is essentially the modern Ohio River.

(Source by Wikipedia)