Annie Hall was originally a 2.5-hour murder mystery. The crime scenes that got cut were eventually turned into another Woody Allen and Diane Keaton joint, Manhattan Murder Mystery (1993).
(Source)

If you thought Alvy had an overactive imagination, chew on this: Several additional fantasy sequences were cut from the film, including one where the devil takes Alvy, Annie, and Rob on a tour of hell and one where Alvy plays basketball with his favorite New York Knicks players.
(Source)

Media scholar Marshall McLuhan, who Alvy produces to settle a debate with an annoying professor in line for the movies, wasn't Woody Allen's first choice. He stepped in at the last minute to replace Italian film director Federico Fellini.
(Source)

In addition to Anhedonia, rejected titles for Annie Hall included A Roller Coaster Named Desire and It Had to Be Jew. No, really.
(Source)