The choir of Marines was actually the Men's Choir of UCLA (in marine uniforms). The producers had hoped to book the actual Marine Corps choir, but they were unavailable at the time of filming.
The lighting apparatus used in 'Miss Yvonne's' hair actually shorted and smoked during production and the crew had to intervene to remove the power pack from under her wardrobe and remove the wig which housed the lighting.
In order to secure Magic Johnson's appearance, the producers had it arranged to film just under an hour, on a Saturday, as he had a game scheduled later in the day while he was with the Los Angeles Lakers.
k.d. lang was asked by Paul Reubens to be on the show after hearing her first record, which was given to him by issue of Warner Bros. Her segment took the longest to film; nearly half a day.
As it tied into the Saturday morning show, Pee-wee's Playhouse (1986), this originally aired during prime time, on a Wednesday.
Cher: Cher's cameo was taped in only 25 minutes as she was whisked in and out of the studio due to a heavy schedule for a promotional tour at the time.