But recent polls show Clinton leading Trump by a substantial margin in the Keystone State. And in-depth studies of voting have found very few instances of fraud nationwide.
Speaking in Altoona, Pennsylvania, Trump said it was "shocking" that Pennsylvania does not require photo identification to vote. The state's voter ID law was struck down in 2014.
"I hope you people can sort of not just vote on the 8th -- go around and look and watch other polling places and make sure that it's 100 percent fine," Trump told his supporters.
He argued that he has strong momentum in the state and that, "the only way we can lose, in my opinion, I really mean this, Pennsylvania, is if cheating goes on."
Trump said: "We're going to watch Pennsylvania. Go down to certain areas and watch and study make sure other people don't come in and vote five times."
Trump asked Rep. Bill Shuster, R-Pennsylvania, to say a few words at the event. In brief remarks, Shuster warned of foul play in the state's most populous city.
"The people in western and central Pennsylvania have to overcome what goes on down in Philadelphia," said Shuster. "The cheating, what they do -- we've got to make sure we're doing the job here in central Pennsylvania."
In a 2014 study, Loyola University Law School professor Justin Levitt found just 31 incidents of voter impersonation out of more than 1 billion ballots were cast in a 14-year span.
Campaigns are allowed to appoint poll watchers on election day to observe the process for irregularities.
But Trump issued serious warnings. "We have to call up law enforcement. And we have to have the sheriffs, the police chiefs and everybody watching," he said.
Sean Sullivan has covered national politics for The Washington Post since 2012.