Caballero featured in Stacy Peralta's 2012 documentary film, Bones Brigade: An Autobiography, which chronicles the life stories of members of the Bones Brigade skate team such as Tony Hawk, Rodney Mullen, Mike McGill, Lance Mountain and Tommy Guerrero.

The Faction's song "Skate And Destroy" featured on the soundtrack of Powell Peralta's eponymous Bones Brigade Video Show.

[15] He also had an acting role as Juan in the 1984 Jimmy McNichol action movie Escape from El Diablo, together with fellow skateboarder Mike McGill.

"[17] Caballero also paints, collects toys and comic books, rides motocross, and is a hot rod enthusiast.

Caballero started a new punk band called Urethane, who has signed to the Cyber Tracks record label.

[19] Caballero was raised Catholic[20] but now attends a non-denominational Christian church in Carlsbad, California named Daybreak since 2005.