I actually hold that the book of Hebrews was the only book written in Hebrew, and that it was written by Paul. The majority opinion, however, holds that Hebrews was written by someone else (in Greek), because the grammatical constructs are very different. I say, that is because Paul wrote it in a different language--not because a different author wrote it. I mean after all, who is the target audience?
Also, I hold that First Peter was written in Jerusalem, but that the target audience was pretty much everyone BUT Jerusalem. Makes sense, since after all, you write a letter to someone whom is far away; not right there with you. Thus I Peter was written in Greek. I get this primarily from the first couple verses in the book, plus something in the last chapter.