☛ Woody Allen: A Documentary by Robert Weide for the American Masters Series, PBS. Flash is required to watch videos on PBS website.

The three-and-a-half-hour-long documentary will be presented in two parts: it premieres nationally this Sunday, November 20 from 9-11 p.m. (ET/PT) and Monday, November 21 from 9-10:30 p.m. (ET/PT) on PBS.
Woody Allen: A Documentary was made by Robert Weide, best known for his work on Curb Your Enthusiasm (he was the principal director and one of the executive directors for the first five years of the show: see IMDb).
From the PBS website:

Beginning with Allen’s childhood and his first professional gigs as a teen — furnishing jokes for comics and publicists — American Masters – Woody Allen: A Documentary chronicles the trajectory and longevity of Allen’s career: from his work in the 1950s-60s as a TV scribe for Sid Caesar, standup comedian and frequent TV talk show guest, to a writer-director averaging one film-per-year for more than 40 years. […]
Exploring the ultimate “independent filmmaker’s” writing habits, casting, directing, and relationship with his actors, Weide traveled with Allen from the London set of You Will Meet a Tall Dark Stranger — a major coup “considering Woody has never allowed so much as an EPK [Electronic Press Kit] crew on his sets,” claims Weide — to the Cannes premiere of Midnight in Paris this May. He also filmed Allen at home, in the editing room and touring his childhood haunts in the Midwood section of Brooklyn.

Visit PBS website for more trivia on the documentary as well as additional clips (Flash is required). For a more detailed account of the documentary, see two early reviews: one written by Richard Brody for The New Yorker (“Woody Allen: American Master”, Nov. 17, 2011) and another one written by Mike Halle for The New York Times (“Cryogenically Frozen in the 1970s”, Nov. 17, 2011). From the latter:

Near the end of Mr. Weide’s documentary, Mr. Allen says of his 41 films, “so few of them are worth anything,” an observation that Mr. Weide, true to his hands-off, great-man approach, presents unadorned. Of course at least a quarter of them, by conservative estimate, are worth quite a bit — my own list would include “Take the Money and Run,” “Bananas,” “Sleeper,” “Annie Hall,” “Purple Rose of Cairo,” “Bullets Over Broadway” and the two marking Mr. Allen’s recent renaissance, “Vicky Cristina Barcelona” and “Midnight in Paris.”
My advice: watch the first night of “Woody Allen,” then go back to the movies, to see what all the fuss was really about.

It’s a good occasion to discover (or to watch again) another documentary about Woody Allen directed this time by Barbara Kopple: Wild Man Blues (1998, IMDb). This excellent film depicts Allen’s European tour with his New Orleans Jazz Band (Woody Allen is a self-taught clarinetist). From Kopple official website (Flash is required):

In her unexpectedly delightful documentary about Woody Allen as jazz musician, Barbara Kopple demonstrates cinema verite at its most seductive. Her “Wild Man Blues” invites its audience to take a grand tour of Europe, listen to jauntily exhilarating music and regard Mr. Allen in a colorful new light. There he sits, legs crossed but feet tapping, playing vintage New Orleans music with a joyfulness ans abandon that have no place in his own film. In these exuberant, unguarded moments, Mr. Allen comes alive through his art as his recent alter egos have on screen. (read more)

Wild Man Blues was shot in 16 mm and presented in theaters in 35 mm (blowup copies). It was later distributed both in VHS and DVD (Amazon). It would be nice to see a new transfer on Blu-ray.
[UPDATE – November 21, 2011] Here’s one more interesting anecdote. It’s about the relationship between a filmmaker (Woody Allen) and a yet-to-become film critic (Richard Brody, whose blog entry about Robert Weide’s documentary I referenced above). At one point in the film Manhattan (1979, IMDb), Isaac Davis (Woody Allen) is lying down on a sofa, recording a list of what’s worth living into a tape recorder. At one moment he wonders:

Well, all right, why is life worth living? That’s a very good question. Um. Well, there are certain things I – I guess that make it worthwhile. Uh, like what? Okay. Um, for me … oh, I would say … what, Groucho Marx, to name one thing … uh ummmm and Willie Mays, and um, uh, the second movement of the Jupiter Symphony, and ummmm … Louie Armstrong’s recording of “Potatohead Blues” … umm, Swedish movies, naturally … “Sentimental Education” by Flaubert … uh, Marlon Brando, Frank Sinatra … ummm, those incredible apples and pears by Cézanne … uh, the crabs at Sam Woo’s … tsch, uh, Tracy’s face …

Brody explains that he’s “universe already intersected Woody Allen’s at many points”, but that he had yet to taste the crabs at Sam Wo’s. One day, he got the opportunity to do just that and went to the restaurant with a friend. This is what ensued:

Not long into the meal, as we snapped and gnawed at crab shells, two more diners arrived: Woody Allen and Marshall Brickman. They were ushered to the back room; Allen sat with his back against the wall, looking toward the front—and, incidentally, at me. Our glances crossed, and what his said was: “I know that you’re here because of that scene in ‘Manhattan’; I acknowledge the tribute from a nerdy young aficionado who isn’t nostalgic for my early funny movies, and I can tell that you’d like nothing more than to exchange a few words with me, but I’d really like to eat my meal in peace.” And mine said, “O.K.” So I continued to eat, training my gaze fixedly on the crabs or the ceiling or the wall decorations as I chewed in haste.

For the whole story, see Richard Brody post “The Crabs At Sam Wo’s” (The New Yorker, Nov. 21, 2011; no subscription is needed to read this text).
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