The Sam Kinison skit is one of the funniest movie clips of ALL time. Of course, Dangerfield is the man, too!
I was in graduate school at the University of Wisconsin at Madison during the time they were filming on campus (transforming it into “Great Lakes University”). Dangerfield, Sally Kellerman and Robert Downey Jr. were the big buzz around town for about 20-25 days of filming. Scenes like the classroom sequence linked here were shot at some school in Southern CA. Other exterior sequences that you can tell were shot in Southern CA (the diving competition) and some other scenes which have as the only continuity element a smattering of painted leaves to match the fall colors which were at their peak in Madison during their October location work there.
I stepped out of one of the lecture hall exits in the Economics Department (Observatory Drive at Charter?) and found myself being directed via bull horn to get out of the shot! After clearing the scene I hung around to watch from a safe distance and a large crowd of students formed, expecting to see someone important. After waiting perhaps 45 minutes we were treated to the filming of a mirror glass windowed stretch limousine coming up Charter and turning onto Observatory. No stars or celebrities visible.