- I Knew It!: A really dark example. Penn has told of his original pitch to the executives, which came 2 weeks after 9/11. As a part of it, he said that although he himself wasn't psychic, he could reasonably predict that within 6 months, psychic John Edward would announce a broadcast where he would channel the spirits of those who died in 9/11. In fact, it only took 3 months for Edward to do that, and the execs were impressed enough to greenlight the show.
- Missing Episode:
- The Season 7 DVD set does not include The Vatican episode. The description for the episode also disappeared from Showtime's official episode guide. No official reason was given for the Canon Discontinuity. Penn and Teller have stated they don't know why it was pulled, which means it was likely a Showtime/CBS decision.
- Season 3's "Holier Than Thou" episode isn't available on Showtime's On Demand service, Amazon Prime, or Hulu. However it is still listed on the episode guide and is available on the Season 3 DVD set.
- Science Marches On: The episode on smoking claimed, based on studies available at the time, that the dangers of secondhand smoke were overblown. Later studies have proven that the cited studies were biased (published by researchers with ties to tobacco manufacturers), and there is in fact a risk of lung cancer from secondhand smoke. Penn & Teller have acknowledged the error but say they still stand by their larger point that private businesses shouldn't be over-regulated.
- What Could Have Been:
- The Grand Finale was supposed to be about "The Bullshit of Bullshit!" and have Penn and Teller calling out all the times they screwed up research or let themselves get too biased. It never came to be; Showtime decided not to renew the show after the last season had filmed.
- Other planned episodes included:
- An episode on Holocaust deniers - this was initially planned to be a part of the conspiracy theorists episode, but the showrunners felt it was a strong enough topic on its own.
- An episode on airport security - this ended up not produced because federal law restricts from filming footage of any kind of airport security.
- Penn and Teller even considered an episode about the church of Scientology, but Showtime rejected the idea, fearing the inevitable Frivolous Lawsuit that the infamously litigious organization would pursue against them. This controversy ended up providing some of the inspiration for the South Park episode Trapped in the Closet.
Trivia / Penn & Teller: Bullshit!