Continuity mistake: When Pee Wee gathers everyone together in his basement to discuss his stolen bike, there's a shot of his dog Speck sitting in front of a person wearing horrible plastic pink or orange boots. It's Pee Wee's friend, Dotty. In the next shot, Dotty comes down the stairs...
Continuity mistake: In the pet store fire scene, you see an aquarium full of fish. At one point Pee Wee stops to rescue them by scooping them into a plastic bag filled with water. While he's doing this, the aquarium is nearly empty. In the last scene of the sequence (as he's running out of the store with the snakes), the aquarium is again chock-full of fish.
Revealing mistake: After Pee-Wee tears through a Godzilla production in the Warner Bros. studios with his bike, he exits the stage, ending up on an alley where he turns left to evade the props and security guards on his tail - one of which has a motorbike. On the pavement beneath him is a curved skid mark from a previous take, not unlike the one left behind by the motorbike seconds later.
Continuity mistake: When Pee-Wee finds the Alamo, he is shown holding a San Antonio travel brochure. Notice how his right hand grips the bottom near a crease and his left hand holds the left side. In the next shot he lowers the brochure and starts to chuckle out loud, but now his right hand is positioned on the right side instead.
Continuity mistake: As he leaves his house, PeeWee manually turns on his 'sprinklers' (the Water Wiggle toy) and warns his neighbour he is about to start watering the lawn. He then goes to the rear of the property to retrieve his bike. When he returns to the front yard (just a minute or so later) the sprinklers are no longer running.
Factual error: Towards the end when Pee Wee is being chased through the sound stage, he comes out through the open doors and the red light is flashing that indicates that filming is going on. But if the light were on, the doors would not be open. They also take a while to open, so it's not like they could have just swung open right before Pee Wee got there.
Visible crew/equipment: When Pee-Wee is riding the bull, the announcer finishes saying "He's going for a new world record", and at the bottom, middle/left you can see that Pee-Wee is not riding an actual bull. If you have a quick eye, you can see he's riding a mechanical bull like the one from the movie Urban Cowboy.