By a famous result, functions in backward shift invariant subspaces in Hardy spaces are characterized by the fact that they admit a pseudocontinuation a.e. on $T$. More can be said if the spectrum of the associated inner function has holes on $T$. Then the functions of the invariant subspaces even extend analytically through these holes. We will discuss the situation in weighted backward shift invariant subspaces. The results on analytic continuation will be applied to consider some embeddings of weighted invariant subspaces into their unweighted companions. Such weight