The scenes where David takes his daughters to play video games and miniature golf were filmed at (what was then called) Golf'n'Stuff near Metro Center Mall in Phoenix.
The movie missed a great plot opportunity when the girls leave some of their toys out by the sidewalk; their mother could have happened by on the street, seen the toys and thus known where the girls were.
Such an irony that David is driving a Plymouth Valiant at the end of the movie, since Pam is really the "valiant" one, who conceivably should be symbolically driving this model.