To Alvy, New York is everything Los Angeles isn't. It's crowded, energy-filled, and full of culture… and garbage. In a word, it represents home. In three words, it's Alvy's safety blanket.

It's just as much of part of Alvy as his neuroses are; it symbolizes Alvy himself. When he leaves, he gets physically sick. He can't survive without its hustle, bustle, and intellectual ambiance. And he definitely can't imagine why Annie would ever want to stray from it.

But stray Annie does. She's ready for a change of location… and a change of partner. After all, Annie is well aware of the realities of both Alvy and The Big Apple—and she thinks that they're both ultimately toxic. She tells Alvy:

ANNIE: […] You're like New York City. You're just this person. You're like this island unto yourself.

Whether he's magically summoning Marshall McLuhan or getting relationship advice from random passersby on the street, Alvy uses New York as the playground for his fantasies, which suggests just how comfortable he is there. Alvy's most consistent, committed love affair in Annie Hall isn't with Annie, it's with New York City. He might "need the eggs" from his personal relationships with women, but he really needs the $1 slices at 2 Bros Pizza and the mystery-meat-filled hotdogs available outside Central Park.