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In real life Woody Allen and Tony Roberts are friends. Allen requested that Roberts not call him Woody in public for fear he would be recognized. Roberts began calling him Max instead - a habit incorporated into the film dialogue.

Annie Hall is based on a script co-written by director Woody Allen and screenwriter Marshall Brickman.

After it becomes clear that the actors are replaying the last scene between Woody and Diane, except in the fictional version Annie agrees to stay with Alvy, Woody speaks to the camera again and says "You want everything to come out perfectly, but that's not always possible in life, so you have to make everything perfect in art." Then he says that he saw Annie a couple of years later dragging some guy in to watch The Sorrow and the Pity, and he concludes by saying, Relationships are like that old joke, where a guy goes into a psychiatrist and says, "Doc, you've gotta help me, my brother thinks he's a chicken", and the psychiatrist says, "Well, why don't you turn him in?", and the guy says, "I would, but I need the eggs." Alvy then asks, "Isn't that what all our relationships are like? Completely crazy and destructive, but we keep getting into them because, well, we need the eggs." Then it ends, possibly significantly on a shot of a crosswalk sign flashing "WALK" to the audience as if telling us to go for it.