Woody Allen makes brief cameo appearances in the episodes the Pilot; Marty's First Date and Lady Hawke and episode 4 of the Web series. His voice is performed by Jon Lovitz.
Jay Sherman does a Woody Allen impression to get Gene Siskel and Roger Ebert back together in Siskel & Ebert & Jay & Alice. The same voice is used as the voice of a 'Babbling Brook' in the episode From Chunk to Hunk.
Allen is also mentioned by name in Eyes on the Prize when Jay sits down to write a Pulitzer Prize winning article titled "Three Men and a Little Lady".