Get the look. Allen's signature style includes a pair of black rimmed glasses. These glasses will be the perfect tool needed to get you into character.
Walk with a slight hump in your back. Allen is a small man in stature. His posture is usually on an angle of some sort, with his shoulders hunched forward, and his hands in his pockets.
Get the right pitch. Allen's voice is easily recognizable. His New York accent has to be present. He doesn't have a powerful voice, but it is not very soft either. It's a calm medium, between the two. He is a fast talker, and says a lot of "ums" and "you knows" in between thoughts. A good example of this is the opening monologue of his film "Annie Hall."
Use your hands. When speaking, Allen uses his hands a lot. Its as if he needs to physically move, because he is so excited about what he is saying. Also, add a lot of neck movements and nods as you speak. These should be movements that are prevalent, but not overpowering. You want to look like the real thing, not a parody of it.