The characters can travel between a variety of locations in the game using their black and white 1960 DeSoto Adventurer, which, when selected, will present the player with a list of available destinations. The DeSoto is also used for several driving sequences, usually involving pursuing or fleeing criminals in other vehicles. In these driving sequences, the player can use Sam's gun, the car's horn, or have Max attempt to communicate with other vehicles via a megaphone. In addition, special inventory items may be used to complete specific puzzles within these sequences. Driving sequences are also used for several minigames, such as pulling innocent drivers over for fabricated felonies.

In keeping with the developer's heritage from the LucasArts adventure games, Sam & Max Save the World is designed so that the player characters cannot die or reach a complete dead-end.