The government is not better at this than the market.
https://www.legis.state.pa.us/cfdocs/legis/LI/consCheck.cfm?...
Some of these districts _do_ have inspectors anyways, and they will issue permits, but the county itself does not require you to do this. As I said though, you will certainly be unable to insure anything you've built without a permit in these places. Aside from that, you can build what you want however you want.