Most of the cutaway scenes (Otis torturing cheerleaders, Baby masturbating with the skeleton, etc) were filmed in Rob Zombie's basement after filming wrapped. He would invite cast members over to his house on the weekends and shoot the footage himself with a 16mm hand-held camera. With the exception of the shot of a setting sun, he created the opening credits the same way.
In the DVD Commentary, Rob Zombie revealed that Jake McKinnon (The Professor) couldn't see very well in his costume. In the scene where he swings a real axe at Denise his vision was so bad he could have seriously injured Erin Daniels if she didn't move fast enough. Rob says in his commentary, "We just assumed she would get out of the way."
The actual house is the same used in The Best Little Whorehouse in Texas (1982), which can be viewed during Universal Studio's tram ride. However, during filming, Universal refused to cease the tram tours, which delayed filming during many scenes.
During its box office run, the movie encountered two instances of the number '666': At the beginning of its run, when its opening weekend was $3,460,666, and at the end of its run, when its per-theater-average (the weekend gross divided by the number of theaters) was $666 per theater.
When Denise is lowered in Dr Satan's lair, a tape player is also sent down and it keeps repeating a slowed down version of Aleister Crowley's poem "The Poet", read by himself (found on CD called The Great Beast Speaks which is the only known recording of Crowley). The line from the poem that gets repeated over and over is: "Bury me in a nameless grave".
Near the beginning of the film, Captain Spaulding tells Bill that he took over the shop "right after The Duke nabbed Oscar," speaking about John Wayne winning the award. Later in the film, Captain Spaulding tells Wydell "Don't get all true grit on my ass." This is a reference to his previous comment, as True Grit (1969) was the first (and only) time John Wayne ever won an Oscar for Best Actor in a Leading Role.
Rob Zombie considered appearing a few seconds into the film as Dr. Wolfenstein. However, after deciding that he would look "normal" no matter what make-up effects were used, he chose not to. Instead, he took on the brief role as Dr Wolfenstein's assistant (for about 2 seconds) and can be seen in the background and then smashing a pumpkin with a sledgehammer.
Rob Zombie has said that he was constantly shooting two versions of the gorier scenes to appease Universal. For instance, a shot at the start of the film in which the robber who was stabbed with the Axe is on the floor was shot two ways: with blood and without blood. Several scenes were also shot twice involving regular lighting and red lighting to give it a more gruesome effect both of which were edited into the final cut. Note several scenes with cross-cutting involving sets lit with white light, and red light.
Inside Captain Spaulding's gas bar/fast food/museum of horror, behind the cash on the wall are reproductions of Aleister Crowley's paintings of demonic figures which were later discovered under whitewash in his former Abbey of Thelema, in Cefalu, Italy.
The film's script was constantly changing throughout filming, leading to an entirely different ending at one point. Originally Grandpa Hugo was going to be revealed as the mad doctor (who in the rough cut was not even called Dr. Satan).
The trivia item below may give away important plot points.
The movie is accurately referenced on a Season 7 episode of "The Big Bang Theory", when Raj and Howard watch HO1KC because Raj is trying to overcome his unease with gory horror films because his new girlfriend Emily loves them. The sequence that Raj describes occurred when Otis shot and killed Denise's father, cut off the skin covering his face, then posted as "Daddy" and violently and grossly kissed her. It indicates Raj and Howard were able to watch the majority of the movie before being too horrified to finish it, and did not find out the fates of Denise or Jerry.