The Pope/Michelangelo sketch was based on a historical incident. The Renaissance artist Paolo Veronese really did paint a "Last Supper" with extraneous contemporary elements. The Inquisition investigated and advised him to remove those elements. Instead, he really did just rename it - to "Feast in the House of Levi".
Eric Idle sang the "Lumberjack Song" in this movie, even though Sir Michael Palin sang it on Monty Python's Flying Circus (1969).
The "Custard Pie Lecture" sketch predates Monty Python. It was written by Sir Michael Palin and Terry Jones while they were students at Oxford, and was their first writing collaboration.
This marked the first occasion where the Monty Python fan favorite "Sit on my Face" was performed live.
Some changes were made to the sketches for this venue. The line in "Nudge, Nudge" about Terry Jones' wife were changed to say she was from "Glendale, California". Obscenities that were forbidden on television were used freely in many cases, and potentially confusing Anglicisms were altered ("dustman" became "garbageman" and so on).