Continuity mistake: When Marty returns to 1985, he goes to his house and gets in his Toyota pick-up. Look closely behind his head when he first gets in the truck, there is no driver-side head rest. But when he picks up Jennifer, when they pull up to the stop sign the head rest is there. (01:45:00)
Continuity mistake: When Marty goes back from 1955 to 1885 and meets the Indians, note that none of the Indians shoots any arrows nor do any arrow hit the car. You can see that when he drives the car back into the cave. But when he gets back to the cave after the Cavalry ride, a long arrow sticks out on the side of the car. (00:18:10 - 00:20:00)
Trivia: When filming the scene where Marty is being hanged from the clock tower, Michael J Fox agreed to really hang from the rope. Whilst filming, Fox held the rope away from his throat with his hand. At one time he wasn't holding the rope and was really being strangled. The film crew didn't realise, they just thought it was really good acting, until he passed out.
Jennifer: Excuse me, Doc Brown. I brought this message back from the future and, well, now it's erased.
Doc: Of course it's erased.
Jennifer: But what does that mean?
Doc: It means your futures haven't been written yet. No one's has. Your future is what ever you make. So make it a good one, the both of you.
Question: At the end of the movie, Jennifer asks Doc about the note she got from the future that became erased when Marty did not participate in the race with Needles. Doc's answer to her question is that her future had not been written yet, and he goes on to say that no-one's future has been, but if that is so, then how come in the previous movies he could travel into the future with Marty to see Marty's future?