The First Look at Pee Wee Herman's Live Show 1.71K Whitney Jefferson 01/18/10 12:53PM Filed to: pee wee's playhouse pee wee's playhouse Pee Wee Herman Pee wee Video TV Pee Wee Herman fans who aren't in Los Angeles, rejoice! Here's the first three minutes of the live show and good news— the gang's all here! The playhouse looks almost exactly as it did on the show.