Dan Aykroyd took his daughter (Danielle) to see the film being made, and she was so fascinated by the conehead costumes she asked for one of her own. She was cast as Connie age three, so she could get her own cone.
The shiny card with the Alien Symbols on it that Michael McKean's character finds in the Coneheads' trailer is a diagram showing the escape-routes out of a Conehead Craft in the event of an emergency landing.
The French representatives of UIP took great exception to the Coneheads disguising their extra-terrestrial origins by passing themselves off as being French, and insisted that all such mentions be removed from the dialogue. This demand was declined.
When Ronnie and Connie are "honing" you can hear a song playing in the background, which is "Soul To Squeeze" by the Red Hot Chili Peppers. In the music video, a conehead appears and Chris Farley can be seen driving a truck.
The complicated homemade photography apparatus Beldar uses at the end of the movie is built around a Polaroid Model 95 Land Camera. This was introduced in 1948 and was the first commercially available instant film camera.
When Beldar turns on the communication device in his trailer to talk to the planet Remulak, you can hear a recording of President Richard Nixon saying his infamous quote "I'm not a crook." Dan Akyroyd often spoofed Nixon while on Saturday Night Live.
When Beldar asks in the motel office, "Where can I obtain a helium grafting device operable at eight fathoms?," it is a reference to Prymat's frequent discouragements that he crashed their spaceship below water in the Jersey sound and is repairing the ship.
Jan Hooks portrays "Gladys," a human infatuated with Beldar, an alien. Hooks portrayed "Vicki Dubcek," a woman infatuated with Harry Solomon, an alien, in 3rd Rock from the Sun (1996), which also featured Jane Curtin.
The football game scene was filmed at Paramus High School, New Jersey. In the animated The Coneheads (1983), the couple is ordered to relocate to within twenty miles of the U.N. in New York City. Paramus is indeed well within twenty miles of the U.N.
The movie's dialogue has the full names of Beldar and Prymaat as, "You will survey Underlord Beldar Corhon and Marlax Zanthstram from Frodoit-fuel Administration," although the script has it as, "Fuel Survey Underlord Beldar Florhone, and Marlax Zehemsto, from Protoid Fuel Administration."