- Author Allusion: The brand of alarm clock seen on the rocket's dashboard is Wulston, which is Nick Park's middle name.
- Orphaned Reference: The robot cooker's isolated presence is random and unexplained in the final film. It was in the remainder of a large population of characters that would inhabit the moon in the original script (which, as mentioned below, had to be omitted due to time and budget). In the final film, it simply exists, seemingly alone, though it's role as a parking meter attendant remains.
- The Red Stapler: The last of the creameries manufacturing the centuries-old Wensleydale cheese were teetering on the edge of closure in the early '90s, until they received a chance mention in A Grand Day Out. Noticing the increased interest, the creamery persuaded Aardman Animation to endorse a Wallace and Gromit-branded cheese, which worked to rebuild Wensleydale into a thriving product worldwide.
- Technology Marches On: The "robot" mystifies modern audiences, but it's based on an old coin-operated gas cooker. Rather than getting billed for your gas usage, at one time in the UK you would literally put coins in the appliances or a central meter to pay as you go. Rather than having a meter reader, the utility would collect the coins.
- Troubled Production: The film began production in 1982 as Nick Park's thesis film, with Park himself doing everything. In two years, he had overshot his budget and deadline and only finished ten minutes. In 1985 he scored a job at Aardman Animations and the film was finished around other projects (most notably Peter Gabriel's "Sledgehammer" video). Peter Sallis recorded his dialogue as Park began to animate it, and when Park rang him six years later to tell him the film was finished he dropped a Precision F-Strike.
- What Could Have Been: Nick Park had a ton of stuff planned for this movie that never got done:
The original story was that Wallace and Gromit were going to go to the Moon and there were going to be a whole lot of characters there. One of them was a parking meter attendant, which was the only one that remained – the robot cooker character – but there were going to be aliens, and all sorts. There was going to be a McDonalds on the Moon, and it was going to be like a spoof Star Wars. Wallace was going to get thrown into prison and Gromit was going to have to get him out. By the time I came to Aardman, I had just started doing the Moon scene and somebody told me, "It's going to take you another nine years if you do that scene!" so I had to have a check with reality and cut that whole bit out. Somehow, I had to tie up the story on the Moon and finish the film.
- Write What You Know: Nick Park's father was a tinkerer. The rocket was based on a used caravan he stripped down to the chase and re-build as a mobile living room, which the Park family went on holiday in.