A nice article on Woody Allen talks about some of the philosophical themes in his works (Is Woody Existentialist, Nihilist or Pragmatist? Discuss.). I also found what he says about his comedy very interesting (which is quite true, at least for his brand of humour):
I think that had I been better educated, I could write poetry, because a writer of comedy has some of that equipment to begin with. You’re dealing with nuance and ear and meter, and one syllable off in something I write in a gag ruins the laugh. . . . In actual one-liners, there’s something succinct, you do something that you do in poetry. In a very compressed way you express a thought or feeling and it’s dependent on the balancing of words.
I think I have seen more than 80% of his work (the percentage makes sense in his case because his oeuvre is really huge and still going strong). Some major gaps are his "unfunny" films like Interiors or September. I was thinking of making a favourite 10. So here it is:
1. Hannah and Her Sisters: This is also one of the best "New York Movies" ever made.
2. Love and Death: Not one of his sophisticated comic-dramas but certainly that makes me laugh the most.
3. Annie Hall
5. Husbands and Wives
6. Radio Days: Woody at his warmest, sweetest and most nostalgic. He isn't a nihilist after all.
7. Crimes and Misdemeanors: Ok, may be he IS a nihilist.
8. Bananas: Another non-sophisticated film but full of laughs from start to finish.
9. A Midsummer Night's Sex Comedy
10. The Purple Rose of Cairo
(link via bookforum)