In real life Paul Reubens was very sick from the flu during the scene where he returns to the bike shop after his bike is stolen and Pee-wee falls on the bikes. This is mentioned in the commentary.
When Pee-wee and Mickey are saying "the law" back and forth, the scenery to the right of Pee-wee changes abruptly from a lush meadow with trees to a huge rock wall.
Pee-wee: Exhibit "Q": a scale-model of the entire mall! X marks the scene of the crime. These arrows here show the exact position of the sun at the hour of the crime. Jupiter was aligned with Pluto! The moon was in the seventh...
Madame Ruby: For twenty dollars I can tell you a lot of things. For thirty dollars I can tell you more. And for fifty dollars I can tell you *everything*.