The shootings took place Friday night in Ashville, Cambria County, the Pittsburgh Post-Gazette reported.
State police identified those killed as Josephine and Jeffrey Ruckinger, both 43, of Blandburg, and Josephine's mother, Roberta Frew, 64, and brother, John Frew Jr., 47.
A state police spokesman said Josephine Ruckinger shot Roberta Frew in the chest with a sawed-off shotgun when the mother answered a knock at the door, the Post-Gazette said. Police said they believed Jeffrey Ruckinger then shot John Frew several times with a handgun, the newspaper said.
Josephine Ruckinger's 67-year-old father then shot her in the head with a .22-caliber pistol. Jeffrey Ruckinger also shot at the father, who fired back, fatally striking him in the head.
State police said the father immediately called authorities to report the shootout and didn't learn he had killed his daughter, who he had not seen in 20 years, until he was interviewed by police.
No motive for the Ruckingers' attack was reported.