Approximately 10 to 12 bicycles were built for the movie by the Pedal Pusher Bike Shop in Newport Beach CA; a shop that specialized in vintage and classic bicycles and parts. They were offered $10,000 and no screen credit or screen credit only. The shop chose the money. The bike shop had an autographed 8x10 glossy of Paul Reubens that said "To Mike at Pedal Pusher: 'Arrrrgggg!' From Pee-wee Herman."
Tim Burton and Paul Reubens brought on Danny Elfman as composer after Burton had attended concerts by Oingo Boingo, of which Elfman was lead singer and songwriter. Elfman was originally apprehensive, having no formal music training, but he was assisted by Boingo guitarist Steve Bartek as orchestrator. Elfman later said that hearing his music performed by an orchestra for the first time was one of the most thrilling experiences of his life.
The Drive-in sequence was filmed at the Studio Drive In, formerly located in Culver City CA. The Studio was built in the 1930s, and was the first Drive-in Theatre constructed in California. It served as a set for several films, including Grease (1978). It was closed in 1993 and demolished in 1998. No trace of this Drive-in remains.
Paul Reubens mentions on the commentary that during the scene in the movie where he is wheeled out of the bike shop on a gurney, Elizabeth Daily's face went completely white. After filming the scene, he asked her what was wrong. Apparently, she was having flashbacks of her boyfriend Jon-Erik Hexum being wheeled off of a set on a gurney. He accidentally shot himself whilst filming Cover Up (1984)).
When Pee-wee is hitchhiking to the Alamo, the Texas-shaped sign he holds up has a big star on it indicating his destination. But the star isn't where the actual Alamo is located (San Antonio). Instead the star is over Bracketville, the location of the Alamo facade used in many western and period movies.
When Pee-wee first steals back his bike, around one corner, he finds himself face to face with two elephants, a red one and a blue one. Originally, there was going to be a third elephant, but it got stuck in traffic the day that scene was being shot.
The dinosaurs in the film are an actual tourist attraction located at the Wheel Inn Restaurant in Cabazon, CA (near Palm Springs). They also appear in Dinosaurs, Dinosaurs, Dinosaurs (1985) and The Wizard (1989).
When Pee Wee goes down the pole in his house, he goes from his pajamas to his signature grey outfit and red bow-tie. That was written as an obvious nod to the Batman (1966) TV series, in which James Brolin and Monte Landis played guest roles. When Bruce Wayne and Dick Grayson goes down the poles into the Batcave beneath Wayne Manor, they arrive as Batman and Robin. Tim Burton would go on to direct two Batman films.
James Brolin, Morgan Fairchild:
as "PW" and "Dottie" in the film-within-a-film that purports to be based on Pee Wee's experience. As a gag, Brolin's character is only called PW Herman because it would make little sense to have a big strong man called Pee Wee.