If you are from that city / place its named for, then WE is fine. If the US Army won a battle, anyone in the US could say "We Won The Battle", so if the Pawtucket Oysters win a game, and you either were born in Pawtucket, or became a settled in resident of Pawtucket, We is OK.
NOW, there is a guy I work with, we are in NJ, who says "WE" for the Seahawks, and the Cavaliers. That is not right. If you never went to Notre Dame, you can't say "WE" just because you are Irish / Catholic, and if you live outside of Texas, the Cowboys are not a "WE".
Edit - I rarely use "WE", even as a Philly native, I still the THE EAGLES won the superbowl, or THE SIXERS have a really good 10 years ahead of them. But I'm also not a 'superfan'