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.
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.
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.
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).
In the "I Remember You" scene, Otis (Bill Moseley) uses a 1911 pistol to shoot at Don Willis (Harrison Young). The pistol used was a reference to Moseley's role in "The Texas Chainsaw Massacre 2" (1986) where he played a Vietnam veteran and Young's role in "Saving Private Ryan" (1998) where he played a WW2 veteran. The 1911 pistol was the official sidearm of the US Army during the 2 wars.
Captain Spaulding (Sid Haig) says that he's been running his business since right after John Wayne won the Oscar, which he did in April 17 1970, for his performance in True Grit (1969). The date in the movie is supposed to be October 30 1977, which means that Captain Spaulding has been running the museum for about 7½ years.