Alvy delivers this joke directly into the camera in a stark close-up at the opening scene of the movie, in the middle of an intimate and humorous monologue. It pays tribute to key figures in Allen’s life: Groucho Marx, to whom the quote is usually attributed, and Sigmund Freud, in whose Wit and Its Relation to the Unconscious the notion originally appeared. From Marx, Allen learned comedy. From Freud, Allen learned about the unconscious and its hold on his present actions. This quotation immediately establishes Alvy’s character as riddled with psychopathological hang-ups, especially in the realm of romantic relationships, and sets up the main theme of the film—that love is absurd and in many ways futile. It also sets up the narrative line of the story, serving as a springboard into the memory of Alvy’s failed relationship with Annie, as told in retrospect.

The quotation is reinforced throughout the film as Alvy jumps back and forth among his various relationships with women. He avoids sex with his first wife, Allison, because she is willing and therefore unattractive to him. He constantly mocks the New York intellectuals who are his peers. He makes fun of his Jewish family and, of course, makes fun of himself all the time. He also pokes fun at Annie’s old boyfriends—a group he eventually joins himself. When Annie wants to make a commitment and moves into his apartment, Alvy pushes her away, yet he attempts a reconciliation with her after she loses interest in him and moves on. Alvy realizes he acts out the conflict articulated in the quotation, but he is unable to stop the pattern and maintain a healthy, lasting relationship. At the end of the film, he concludes that such relationships are virtually impossible and that love itself is absurd.

Alvy turns to the camera and makes this remark after he has gleefully pulled media critic Marshall McLuhan onscreen to tell off the obnoxious loudmouth standing behind him in the ticket line for the movie The Sorrow and the Pity. McLuhan tells the man he knows nothing of McLuhan’s work and “how you ever got to teach a course in anything is totally amazing.” This clearly fanciful exchange provides a visual demonstration of the transformative nature of art—one of Annie Hall’s major themes. Alvy is delighted at his control over the narrative, as the quotation indicates. However, the line also signals Alvy’s awareness that, despite his control over his memory and the film’s storyline, he is helpless to control reality. Within the film, he can time-travel back to age nine and add interpretive subtitles, but in real life there are no such benefits. Alvy’s comment indicates his preference of art over life—a preference that filmmaker Allen may hold himself.

Alvy frequently employs fantastical techniques to riff on reality and transform it into his ideal version of what happened between him and Annie. This comment articulates, with humor, the regret that Alvy may feel about some of the choices he has made throughout his life. It also implies that Alvy is more comfortable within the territory of art than he is in reality. Other scenes reinforce this idea: Alvy is hesitant to try new things—drugs, trips, visits to a famous music producer’s hotel room—in most areas of his life, but he has no qualms about inserting an animated or double-exposed film into the narrative. Later in the film, while Alvy directs a rehearsal of a play that revises the fate of his relationship with Annie, he reiterates this idea of art being preferable to real life when he says, “You’re always trying to get things to come out perfect in art because it’s real difficult in life.”

A passerby makes this response to Alvy’s question, “Somewhere, she cooled off to me. Is it something that I did?” The pedestrian’s answer encourages Alvy to face reality and chalk up the relationship’s end as natural and inevitable. The comment suggests that we, as human beings, are helpless to control what happens to us. Alvy has nothing to do with the cooling of Annie’s feelings for him: she has just moved on to a different stage in her life that doesn’t include him. People change. Love fades. This idea doesn’t make things any easier for Alvy, who seems to want to pinpoint the exact moment and situation in which Annie’s feelings tempered. In a sense, it makes things worse, because he is left at a loss, with no one and nothing to blame for his unhappiness. The passerby’s remark foreshadows Alvy’s final monologue in the film, which sums up his feelings about relationships.

Annie makes this remark to Alvy at a sidewalk café in Los Angeles after he flies out in an attempt to win her back with a desperate marriage proposal. The quotation sums up Annie’s view of Alvy, whose pessimism has driven her away. She has no hard feelings toward Alvy and wants to remain friends. In this conversation, Annie is finally strong and confident enough to tell Alvy what she really thinks of him, and she compares him to New York. The comment reinforces the parallel between Alvy and his home, New York City, but does so in a negative way. The film has been fiercely loyal to New York until this point, when Annie turns the tables and suggests that maybe New York is not paradise after all. Annie also differentiates herself here from Alvy. He has shaped her in his image in many ways, but this quotation demonstrates her separating herself from him, and from New York City, for good. It becomes clear in this moment that they will not get back together and that their relationship is over for good.

Alvy turns to the camera and delivers a final monologue summing up his feelings about his breakup with Annie and relationships in general. For the past ninety-some minutes, Alvy has delved into the psychosexual drama of romantic relationships, trying to figure out the key to making them work. This last remark is akin to Alvy throwing up his hands. There’s no secret. He gives up, with the knowledge that however absurd and ridiculous relationships may be, he still will pursue them. This remark, the last line in the film aside from Annie’s song “Seems Like Old Times,” is delivered after Alvy is shown meeting Annie by chance on the street. In the brief vignette, Alvy turns away with his head down, signifying that he will always have feelings for Annie and still harbors regret about their breakup. With this last comment, Alvy concludes that there was nothing he could do to prevent the breakup. However, the fact that the relationship ended doesn’t mean his and Annie’s feelings were any less powerful. He has the “eggs,” the memories of the history he shared with Annie. The remark and the film itself pay tribute to those failed relationships that are no less powerful or worthwhile simply because they did not succeed.