- Brother Alec Baldwin told him that doing Bio-Dome (1996) could be the single most career ending decision he could possibly make.
- Has 17 tattoos, including a small "HM" for Hannah Montana (2006). He got that tattoo in order to convince Miley Cyrus to give him a guest role on the show. But he never appeared on the show.
- Turned down the role of "Jack" in Speed (1994).
- Father-in-law of Justin Bieber, who married his daughter Hailey Bieber in September 2018.
- Was baptized a Roman Catholic, but became a born-again Christian in the Evangelical church shortly after the September 11 attacks. Since converting, he has been on missions to evangelize the youth of the nation through projects such as The Breakthrough Ministry, which involves skateboarding and extreme sports and Christian rock concerts.
- Was a celebrity supporter of Donald Trump during the 2016 Presidential elections. Ironically, at the same time, his brother Alec Baldwin parodied Trump in several Saturday Night Live (1975) sketches.
- Son of Alexander Rae Baldwin II and Carol M. Baldwin. Brother of Alec Baldwin, William Baldwin, Daniel Baldwin, Jane Sasso and Elizabeth Keuchler. Cousin of actor Joseph Baldwin. Son-in-law of Eumir Deodato. Father of 2 daughters, Alaia Baldwin and Hailey Bieber. Father-in-law of Justin Bieber. Brother-in-law of Joanne Smith-Baldwin, Chynna Phillips and Hilaria Baldwin. Ex-brother-in-law of Kim Basinger and Elizabeth Baldwin.
- Met his wife, Kennya Baldwin, on a subway in New York.
- Currently traveling as a speaker with Teen Mania Ministries to help bring Christ into the lives of teenagers throughout the nation. Working to produce an extreme skateboard movie featuring Christian athletes. (January 2004)
- Currently lives with wife and two children in upstate New York. Is producer of extreme skateboarding Christian ministry called LIVINIT. Currently on tour with LIVINIT Christian ministry. (May 2005)
- Endorsed and supported George W. Bush for President of the United States in 2000 and 2004, on the basis of their mutual faith. Like Bush, Stephen is a born-again Christian.
- When not acting, lives on his ranch in Tucson, Arizona.
- Endorsed Mike Huckabee as his choice for Republican candidate in the 2008 presidential election.
- Formerly resided in the village of Nyack, New York, with his wife, Kennya, and their family. In 2006, he launched a campaign to prevent an adult bookstore from opening on the outskirts of the village.
- Was cast in Ty Murray's Celebrity Bull Riding Challenge (2007) and was among nine celebrities cast on the show. In the very first episode, Baldwin was injured after taking a bad fall from a bull, breaking his shoulder blade and cracking a rib. Under doctor's orders, he had to give up going to Nashville and left the show in the second episode. He returned for the last episode in Nashville to support the other riders and was given a rodeo buckle by Ty Murray, along with the other riders, for his attempt.
- January 2010: A contestant on Celebrity Big Brother (2001) in the UK.
- His Rockland County, New York home has been foreclosed upon and will be auctioned on June 24, 2009. Filed for Chapter 11 bankruptcy protection in New York on July 21, 2009.
- No relation to actor Adam Baldwin.
- Second time in the Celebrity version of the Mole-Yucatan (January 2004)
- Graduated from Alfred G. Berner High School in Massapequa, Long Island, New York.
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