John Glover plays Jerry, Annie's actor boyfriend who instructs her to "touch my heart...with your foot".
Sigourney Weaver makes two blink-and-you'll-miss-her appearances, the first on the arm of a guy who tells Alvy that Annie is living with Tony Lacey, the second as Alvy's movie date toward the end.
Throw It In: The sneeze during the coke scene was unscripted, but left in because the result was so hilarious.
What Could Have Been: This was originally written as a murder mystery named Anhedonia. The movie that we see is simply a romantic subplot that was secondary to the mystery. Allen's editor thought the main plot was so bad that he convinced Allen to cut it out entirely. The narration was then added in post-production, along with a few linking scenes. Many years later Allen would make Manhattan Murder Mystery a comedy starring him and Keaton that took some elements of the original Annie Hall mystery plot.
Before that, the film was intended to be a period comedy set in Victorian London.
Marshall McLuhan's cameo wasn't originally intended for McLuhan. Among Woody's first choices were Federico Fellini and Luis Bunuel.
A deleted sequence had Alvy walking around New York at night with all the neon signs telling him to go see Annie in LA. He hated how the scene turned out so much that he threw the negative of it into a tar pit.
Working Title: Woody Allen originally wanted to call the film Anhedonia, which is the technical term for the inability to enjoy anything. Also a fitting title, as it is the protagonist's key character trait.