I moved to Phoenix to attend grad school in 2001, and that fall the Diamondbacks won their first world series title when Luis Gonzalez blooped a single to center off of Mariano Rivera to score Jay Bell.
I moved to Altoona for work in 2008, and that winter the Steelers won the Superbowl when Roethlisberger somehow found Santonio Holmes four times in the last 2 1/2 minutes to erase the Cardinals' new 23-20 lead.
There are 30 MLB teams, which means that, all things being equal, the chances of a given team winning in a particular year is ~3%. There are 32 NFL teams, which means that the chances of a given team winning in a particular year is also ~3%.
Therefore, the probabiliy that the Diamondbacks would win during my first year in Phoenix and that the Steelers would win my first year in PA is 3% * 3% = 0.1%.
If you're interested in having your own home town team win it all, I'm currently accepting relocation proposals. :)