Alvy's (Woody Allen's) sneezing into the cocaine was an unscripted accident. When previewed, the audience laughed so loud that director Allen decided to leave it in, and had to add footage to compensate for people missing the next few jokes from laughing too much.
According to Tony Roberts, in the scene where Rob picks Alvy up from jail, Woody Allen was unaware that Roberts was going to pull the green visor down on his coat. Allen ad-libbed the line "Are we driving through plutonium?" They shot a second take during which Allen changed the line to "Are we driving through a field of bees?" The first take is the one in the film.
The film's working title was "Anhedonia" - the inability to feel pleasure. United Artists fought against it (among other things, they were unable to come up with an ad campaign that explained the meaning of the word) and Woody Allen compromised on naming the film after the central character three weeks before the film's premiere. Other titles suggested were "It Had to Be Jew", "A Rollercoaster Named Desire", and "Me and My Goy".
When Annie arrives at the theater where Alvy has been waiting for her, he says "I'm standing here with the cast of The Godfather." Rick Petrucelli, the actor who plays Ralph, was an uncredited extra in The Godfather (1972). Funnily enough, Alvy is escaping "the cast of 'The Godfather'" in order to see Annie, played by Diane Keaton who was actually in The Godfather (1972).
During the classroom flashbacks, one of the teachers writes, "Tuesday, December 1" on the chalkboard. December 1 is Woody Allen's birthday, and Tuesday December 1, 1942 was his seventh birthday, tying in with the school setting.
The house under the rollercoaster where Alvy grew up is actually the Kensington Hotel in Coney Island, Brooklyn which was located underneath the Thunderbolt rollercoaster. Allen discovered it while searching locations during filming. The hotel and rollercoaster were demolished in 2000.
During the lobster-cooking scene Annie runs and retrieves a camera to take pictures of Alvy dealing with the crustaceans. Later, when Alvy runs over to Annie's house to smash a spider, the series of photos Annie took is on the wall in the background.
The first rough cut ran 2 hours and 20 minutes. Among the scenes later eliminated were: segments showing Alvy's former classmates in the present day; Alvy as a teenager; a scene in a junk-food restaurant (featuring Danny Aiello); extensive additional scenes featuring Carol Kane, Janet Margolin, Colleen Dewhurst and Shelley Duvall; and a fantasy segment at Madison Square Garden featuring the New York Knicks competing against a team of five great philosophers. Christopher Walken's driving scene was also cut, but was restored a week before the film was completed. New material for the ending was filmed on three occasions, but most was discarded. The final montage was a late addition.
Woody Allen originally filmed a scene in which a traffic advisory sign "urges" Alvy to go to Annie in California. Editor Ralph Rosenblum wrote that Allen was so disgusted by the scene's cuteness that he took the footage and threw it into the East River. The traffic-sign motif was later used in Steve Martin's L.A. Story (1991).
Though based primarily on Woody Allen's real-life relationship with Diane Keaton, the fact that Annie Hall comes from Chippewa Falls, Wisc. likely was inspired by Allen's past relationship with folk singer Judy Henske, who was born in Chippea Falls, while Keaton was born in Los Angeles.
Though uncredited, the animated scene with Alvy and Annie-as-Wicked-Queen was drawn by Stu Hample, who was then drawing the comic strip "Inside Woody Allen" which was based on Woody's stand-up comic period.
The phrase "La Dee Dah" used often by Annie Hall (Diane Keaton), who grew up in the 1950s, was the title of a 1958 R n R standard - #9 US Pop, by Billy and Lillie and popular on "the oldie's circuit" at the time of this film's release.
The scene where Alvy and Annie are making up stories about people in the park is reminiscent of the Paul Simon song "America". "Laughing on the bus/Playing games with the faces/She said the man in the gabardine suite was a spy/I said his bow tie is really a camera". Paul Simon plays Tony Lacey in the film.
In 1979 the film's producer, 'Jack Rollins', bought a race horse (together with the jazz pianist Bill Evans) which he named "Annie Hall". Annie ran in harness races, appropriately, watched closely by its owners.