On the topic of stuff filmed at the Pleasure Beach, an episode of Max & Paddy's Road to Nowhere was filmed for a brief scene on the Big Dipper and a small ride in Beaver Creek.
The boy band video was 5SOS, whilst I think The Killers also did a video there as well.
The Oliver Platt and Lee Evans comedy Funny Bones was filmed throughout Blackpool, including a scene where the illuminations are switched on from on board Noah's Ark, and a scene where characters are living in a hut within the Grand National. Weirdly though, the characters run out from the Grand National and into the Ghost Train where they work as actors, but the Ghost Train used both internally and externally isn't the park's own Ghost Train.
The film Slayground was also filmed at the Pleasure Beach. I haven't seen the film, but the revolving tunnel in Alice in Wonderland is seen in the trailer on YouTube.