His stand-up comedy was unique, self-depreciating and Jewish with quips such as "I failed to make the school chess team because of my height," and "I am very proud of my gold watch. My grandfather sold it to me on his deathbed." He also used the comic rant well, for example, "I will not eat oysters. I want my food dead. Not sick. Not wounded. Dead!"
Allen is a passionate fan of jazz which is often featured in his movies' soundtracks. He has played the clarinet since adolescence and chose his stage name from an idol, famed clarinetist Woody Herman. He has performed publicly since the late-1960's, notably with the Preservation Hall Jazz Band on the soundtrack of Sleeper. He performs regularly with his New Orleans Jazz Band at the Carlyle Hotel, 35, East 76th Street (between Madison & Park) on most Mondays and has performed in his beloved Manhattan for more than a quarter of a century. The music created which is predominantly pop and jazz played in a Dixieland style is now attracting worldwide attention and the band have toured Europe and appeared in international jazz festivals such as the Montreal Jazz Festival for two consecutive nights in June 2008.
Last word to Woody, who said that on the question of the legacy of his varied talents "I don't want to achieve immortality through my work, I want to achieve it by not dying!"