 One scene from Part 3 was filmed during the shooting of Part 2. In  the scene where Doc & Marty return from the future to "1985A" and  drop Jennifer off on her front porch swing, the cast and crew waited  for daylight and film the scene where Marty comes back from 1885 in  western dress and wakes up Jennifer. (This is according to Bob Gale  in the DVD Commentary)