Continuity mistake: While travelling with the novelties salesman, a passing car's occupants yell about the bag of groceries on top of the car. As the camera faces the salesman's car, he puts up the window advertising the fake bag gag. As the camera faces out towards the passing car, the window goes up again. Later, a truck passes by, and the salesman does the same thing, but the message is now in Spanish, without the man stopping to change it. A moment later, the window advertisement (seen from inside) appears to be in English during the same scene.
Revealing mistake: As Pee Wee rides in his little red car he stands up in it going by the breakfast bar in the house. As he sits after filling the plate, the camera shakes along with the car, showing the car and camera are mounted on the same rig.