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There was a similar (not identical) exchange in an episode of House when he was interviewing for a new prostitute. He wasn't a killer, but is it possible that's what you were thinking of?
The episode was called "We Need the Eggs".
House: Take a seat, Fawn. And tell me, what's your favorite Woody Allen movie?
Fawn: Annie Hall.
House: Defend your choice.
Fawn: It's the most popular.
House: Ohh… that's so close. We would have accepted, "Diane Keaton looks great in suits," or, "it's a trenchant commentary on today's mores," or, "I needed the eggs." Thanks for your interest.
Edited by ApeAccount

So I remember something, not sure if tv show or movie, in wich a charackter primary charackter asks somone "whats your favorite woody allen film", then the conversation goes something like this: "i dont know, annie hall?", "why", "its the most famous one right?", "why does everyone choose annie hall". Can anyone help? I would really like to see that again.
PS: It might have been in a book but i dont think so, and i think the guy that asked, is a killer