<P> Parts of the film were shot in Monument Valley, Utah, Flagstaff, Sedona, and the Grand Canyon in Arizona, Arcadia and Magic Mountain in California, and St. Louis, Missouri . </P> <P> In Hughes' original short story, the theme park was Disneyland . To avoid legal troubles, all of the names associated with Disneyland were altered to sound - alikes . For instance, the park became Walley World, itself a good - natured parody of the Anaheim location, and the mascot, Marty Moose, is reminiscent of Walt Disney's own Mickey Mouse . Similarly, Roy Walley's appearance bears similarities to that of Disney and his name is similar to that of his brother Roy Disney. . </P> <P> In the film, the Walley World theme park is represented by Santa Anita Park in Arcadia, California and Six Flags Magic Mountain in Valencia, California . Santa Anita Park's large parking lot and blue - tinged fascia served as the exterior of Walley World, while all park interior scenes were shot at Magic Mountain . The two roller coasters seen in the film are The New Revolution, which can be recognized by the vertical loop, and Colossus, the double - track wooden roller coaster . </P> <P> The movie's popularity gave rise to an ongoing cultural running gag of using the name "Wally World" (spelled as "Wally" without an "e") as a nickname for real - life retailer Walmart . </P>

Where did they film the wally world scenes