Missing Episode: "Caged Thunder" was banned after 9/11 due to The Mayor being portrayed as a terrorist. Not only was the KaBlam! episode with it banned in the US, but the short itself was notably one of the only ones not shown on its' own in-between commercial breaks on Nicktoons. The episode continues to air outside the US.
"Where Pigeons Dare" and "Sinkhole of Doom" were also skipped by Nicktoons. This may have been done due to Early Installment Weirdness, as those two shorts were created very early in the run (and there's speculation that they were originally intended to be for All That before KaBlam! went into production). Another reason could be that the two KaBlam! episodes that included these shorts also included Angela Anaconda cartoons, and KaBlam! lost the rights to air those episodes when Angela Anaconda got her own show on the Fox Family Channel.
No Budget: Subverted. The series is done entirely with plastic dolls, toys, and other things you'd normally find in a suburban household with child. However, the crew seems to have an infinite supply of identical plastic dolls. And, at one point, actually trashed a car. That's not even counting the Meltman costume used for Meltman At Large.
Production Posse: Jim Krenn, Scott Paulsen, and Cris Winter who voice the majority of the characters are all Pittsburgh radio personalities and at the time they were hosts of the DVE Morning Show. Of particular note: The Mayor has the same exact voice as WDVE's satirical portrayal of then-mayor Tom Murphy.
Talking to Himself: Jim Krenn, who played The Flesh, Stinky Diver, the Mayor, Bill the Lab Guy, and Hodge Podge. Also, Scott Paulsen plays Meltman and the narrator. In short, half the cast is two people.