Just popped into my head. Unless there was, I am not aware of it.

Why did Pee Wee Herman never have a game?

Just think about a Pee Wee's big adventure game or pee wee's playhouse game.

Sadly an unused license in videogamedom. I wonder if they were gonna make one for the 16 bit generation but then he went and did the theatre thing.

I'd still like to see one.

Big Adventure just screamed for a game. Could have had

bike riding levels, the whole chase through the hollywood backlot, Large Marge as a boss.

Your weapon would be different bow-ties.

You could collect some sort of coins or Mr. T cereal and then go to the magic shop to pick up supplies (boomerang bow-ties anyone?)