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 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).
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)).
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.
This was actually the second screenplay Reubens wrote for a feature film adaptation. The first had Pee-Wee's Playhouse friends (from his HBO special) on a road trip. Even though this was a completely different script, it also used the title "Pee-Wee's Big Adventure". In interviews, Reubens refers to the 1985 movie as "The bicycle movie."
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.
When Pee-wee is hitchhiking to the Alamo, the Texas-shaped sign he holds up has a big star indicating his destination. The star isn't over San Antonio, home of the real-life Alamo; it's over Bracketville, home of the Alamo facade used in many western and period movies.
During the "Large Marge" sequence in the diner, her memorial, with a death date of January 11, 1974, is briefly visible on the wall. The actors say that she died exactly 10 years ago, so the story told in the movie takes place in January 1984.
On the DVD Commentary, Paul Reubens said that he told Alice Nunn, no matter what the film made in the cinema, her character would be the one remembered. He said he met her shortly before her death, and told him that she was glad Paul told her, because she would have been completely shocked otherwise.
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, and James Brolin appears in the movie-within-a-movie at the Drive In as "PW".
Early on, at Chuck's shop, Pee-wee mentions "James Bond stuff." Later on, James Brolin's character introduces himself as "Herman, P.W. Herman," in the style of "Bond, James Bond." James Brolin had tried out for the role of James Bond in Octopussy (1983) just two years earlier.
The script is a nod to the Italian 1948 Classic Ladri di Biciclette in that the main characters prized bicycle is stolen, and the police dont take the crime seriously, nor do his friends offer much help and as a last resort consults a dubious fortune teller.
All three writers of Pee Wees Big Adventure appear somewhere in the film. ( Phil Hartman appears as one of the reporters, Michael Varhol appears as the photographer, and Paul Ruebans, of course, plays Pee Wee.)
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.