Continuity mistake: In the beginning during the Indiana Jones parody one of the men pulls a gun on Weird Al with his left hand. Then Al lashes his whip, slicing his arm clean off. Then we see a RIGHT arm fall to the ground, gripping the gun in its hand. [Explanation: The live scene was shot one morning, and the actor who had his arm whipped off was cleared and went home. After lunch the prosthetic arm was delivered, and it was the wrong arm. They were on such a tight budget that they couldn't delay the shot, and flipping the negative (so right becomes left and vice versa) wasn't an option because the scene with the small pond had already been shot, and couldn't now be shown in reverse. This is from Weird Al's website, www.weirdal.com.] (00:01:40)
Visible crew/equipment: Just after our two heroes have been fired from Big Edna's, a black Porsche crosses the screen treating us to a perfect reflection of the sound man, complete with boom and Sennheiser microphone. Really, it's that clear. (00:07:55)
Continuity mistake: As Philo sets up his camera in Fletcher's office, he has a pencil in his mouth. In a subsequent shot, the pencil is gone. He did not remove the pencil as he was working on the camera the entire time. (This is even mentioned in the DVD commentary.). (01:00:15)
Continuity mistake: While Uncle Harvey is in the pool, there are several items lined up behind him. Notice that the sandals are on the extreme left. After Harvey falls in the pool, the sandals hop over to the extreme right, next to the radio. (00:56:00)
Chosen answer: It's making fun of "Badges? We don't need no stinkin' badges!" which is an often referenced 'quote' from "The Treasure of the Sierra Madre" (Actually, the real line is "Badges? We ain't got no badges. We don't need no badges. I don't have to show you any stinking badges!", but that's the way people say it.)
Myridon
Mel Brooks borrowed the line in "Blazing Saddles." In that film, the line actually was "We don't need no stinkin' badges."
Leicaman