The lone Biker Babe in the Hell Satan's club is Elvira.
Several co-stars of Pee-wee's nightclub act and tv show also make appearances: Lynne Marie Stewart (Miss Yvonne) plays Mother Superior, John Paragon (Jambi) is the high-voiced extra in red armor who Pee-Wee asks directions from, and Phil Hartman (Captain Carl) is the reporter interviewing Francis at the drive-in at the end.
Survivor Guilt: 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.
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.