Deleted Scene: The Amazing Larry moment and the Boomerang Bowtie were both explained in cut footage that can be found on the DVD.
Enforced Method Acting: Pee-wee's snake phobia was not a put on. Paul Reubens' screams of terror as he's forced to save them from the burning pet shop were completely real.
Reality Subtext: During the scene when Pee-wee is wheeled out of the bike shop on a gurney, actress Elizabeth Daily's face went completely white. After filming the scene, Reubens asked her what was wrong and she replied to him that the scene had brought back painful memories of seeing her then-boyfriend, Jon-Erik Hexum, being wheeled off of a set on a gurney after accidentally and fatally shooting himself.
What Could Have Been: This was originally pitched as a loose remake of Paul Reubens' favorite film, Pollyanna. While writing the original draft, he noticed how everyone at Warner Bros. was getting around by bicycle and requested his own. He received a spiffy, heavily-accessorized one, inspiring him to overhaul the original plot and write a new story around the bike (which would eventually become a loose remake of a different film, Bicycle Thieves). Meanwhile, the Pollyanna influence would be revisited in the indirect sequel Big Top Pee-wee.
In exchange for Elvira playing the Biker Mama, Reubens was supposed to have repaid the favor by appearing on her weekly syndicated horror show, Movie Macabre. Ironically, John Paragon (the actor who played Jambi the Genie on Pee-Wee's Playhouse) was also a regular on Movie Macabre, in which he played "The Breather", a disembodied voice who'd call Elvira during intermission and would tell bad jokes.