Derivative Financial Instruments and Hedge Activities - Additional Information (Detail) In Millions, except Share data, unless otherwise specified	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2012 USD ($) Year Contract	Jun. 30, 2011 USD ($)	Jun. 30, 2012 USD ($) Year Contract	Jun. 30, 2011 USD ($)	Dec. 31, 2011 USD ($)	Jun. 30, 2012 EUR (€)	Dec. 31, 2011 EUR (€)	Jun. 30, 2012 Minimum	Dec. 31, 2011 Minimum	Jun. 30, 2012 Maximum	Dec. 31, 2011 Maximum	Jun. 30, 2012 Settlement Date 15 March 2013 USD ($)	Jun. 30, 2012 Settlement Date 15 March 2018 USD ($)	Mar. 31, 2010 Settlement Date 15 March 2018 USD ($)
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Fair value of foreign currency contracts not designated as hedges	$ 1.0		$ 1.0		$ 0.4
Fair value of forward currency contracts asset hedging against the exposure to exchange rates on short-term intercompany transactions denominated in foreign currencies	6		6
Fair value of forward currency contracts liability hedging against the exposure to exchange rates on short-term intercompany transactions denominated in foreign currencies					5
Forward currency contracts hedging against changes in fair value of certain firm sales commitments denominated in foreign currencies, amount converted to the South Korean won	77		77		91
Contracts conversion period			24 months		30 months
Contracts conversion period end date			Jun. 30, 2014
Fair value of forward currency contracts asset (liability) hedging against changes in fair value of certain firm sales commitments denominated in foreign currencies	2		2		1
U.S. dollar to euro cross currency swap contracts	9		9
Nine U.S. dollar to euro cross currency swap contracts, notional amount	1,160		1,160									600	560
Notional amount converted to cash														1
Fair value of nine U.S. dollar to euro cross currency swap contracts	38		38		120
Euro-denominated borrowings hedging a portion of PPG's net investment in European operations						300	300
Accumulated pretax unrealized translation gains (losses) in AOCI, related to both the euro-denominated borrowings and the cross currency swaps that have been designated as hedges of net investments			64		14
Variable interest rate debt of total borrowings								25.00%	25.00%	50.00%	50.00%
Amount interest rate swaps converted from fixed interest rate debt to variable rate debt			395		445
Fair value of interest rate swaps contracts	27		27		26
Derivative, Fixed Interest Rate	4.80%		4.80%
Swaps anticipated term	10		10
Notional amount of swaps outstanding to hedge exposure to variability of interest payments of future debt refinancing	400		400		400
Fair value of swap contracts to manage exposure to variability of interest payments of future debt refinancing	108		108		92
Fair value of natural gas swap contracts to manage exposure to fluctuating natural gas prices	1		1		9
Shares of PPG stock that are to be contributed to the asbestos settlement trust	1,388,889		1,388,889		1,388,889
Total principal amount payable for PPG shares contributed to the asbestos settlement	62		62		62
Fair value of the equity forward arrangement to mitigate the impact of changes in fair value of stock contributed to the asbestos settlement trust	89		89		56
Other comprehensive pretax gain (loss) related to derivative financial instruments			(9)	5
Other comprehensive income net gain (loss), net of tax, related to derivative financial instruments	(12)	(6)	(6)	3
Other comprehensive income net gain (loss), net of tax, realized gains (losses) related to derivative financial instruments			(23)	(8)
Other comprehensive income net gain (loss), net of tax, unrealized (losses) related to derivative financial instruments			$ (32)	$ (3)