Hero; Lover; Legend. In the world of Pee-Wee Herman's imaginations, Pee-Wee shares a story of his. His story is about a time when a big group of Circus people end up on his farm after a huge storm passed his farm town. Now that the Circus is in town, they want Pee-Wee to help them with the Circus. Can Pee-Wee help pull it off? Paul Reubens leads [he also co-wrote it with George McGrath, and produced it with Debra Hill]; opposite Kris Kristofferson, Susan Tyrrell, and introducing Valeria Golind as "Gina". Directed by Randal Kleiser. Executive Producers: William E. McEuen and Robert Gilbert Abramson. Music by Danny Elfman. a Paul Reubens production for Paramount Pictures. Filmed in Santa Clarita, California from January 4 - March 10, 1988. Approved [#28979]/rated PG.