The Church that they use for Vagina Man's lair is also the location of a lot of porn movies. Ron Jeremy was there quite often.
Michael Swaim had to smoke fake cigarettes and they smelt disgusting.
When they shot the ally way scene, a dog kept barking at them. The Director and a Police Officer had to knock on the owners door to tell them to shut it up.
Jarry and Don's apartment actually belongs to the director, Abe Epperson. One day, when they were shooting a scene at the apartment, a neighbor thought there was a funny smell coming from there and checked to see if Epperson was alright.