Also, when Pee-Wee enters the Warner Bros. studio lot for the first time, the Batmobile from Batman is seen overhead. Tim Burton would later go on to direct Batman and Batman Returns, as well as co-produce Batman Forever. Paul Reubens and Diane Salinger also had a cameo in the opening scene of Batman Returns as the Penguin's parents.
Danny Elfman did the music for the 90's Batman films.
On the DVD Commentary, Tim Burton snarks at the cameo from Twisted Sister, saything that he "hasn't directed many music videos since." He would go on to direct two ("Bones" and "Here With Me") for The Killers.
"On this very night.. ten years ago.. along this same stretch of road.. in a dense fog just like this.. I saw the worst accident I ever seen. There was this sound.. like a garbage truck.. dropped off the Empire State Building... And when they finally pulled the driver's body.. from the twisted.. burning.. wreck, it looked like.. this!◊"
In the pan-and-scan version of the film, you can clearly see Pee-wee's chain feeding up through the bottom of his bike's saddlebag. This is a common problem with pan-and-scan version of videos, which display more space along the top and bottom of the frame than is visible through a projector.
The increasingly insane road signs are obviously being rolled past the camera on a track.