In his book Reel Psychiatry: Movie Portrayals of Psychiatric Conditions David Robinson uses this film as an example of Generalized Anxiety Disorder. Not that Woody Allen would have consulted the diagnostic manual before writing the screenplay, but that diagnosis did not appear in the official nomenclature until DSM-III in 1980. At the time Allen made the film the closest fit would likely have been Anxiety Neurosis. APA's DSM-II defined this condition:
"This neurosis is characterized by anxious over-concern extending to panic and frequently associated with somatic symptoms."
Alvy, and to a lesser extent Annie, to me represent the popular notion of neurosis, and the failure of psychoanalysis to cure it, rather than even a rough approximation of Generalized Anxiety Disorder, although the two diagnoses may share some common ground. Some of the characters' quirkiness, paranoia, and ambivalence might relate more to personality traits, but Alvy never tells us exactly what he hopes the treatment will help him change or cure. We also see some of the myth of New Yorkers' dependence on the treatment.
References to psychoanalysis appear early in the film, too: (0:03); (0:22); (0:23); Alvy complains of 15 years in analysis with little or no progress (0:28); (0:46).
Annie describes her first session of treatment, noting that she was allowed to sit upright rather than lie on the couch. She describes the session, including her introduction to the concept of penis envy, to Alvy, who says he suffers from the malady himself while also expressing envy of her apparently rapid progress. She has even discussed dreams and her recollection of witnessing her parents having sex (0:50).
In a split screen we see simultaneously Annie sitting in her psychotherapist's bright office on the left while Alvy lies on the couch with his aged psychoanalyst in the background in a dark office (1:09). Is Allen making a statement that formal psychoanalytic methods take a lot of time and money to go nowhere compared to newer, less formal psychotherapy methods? The fact that he pays for Annie's treatment only intensifies Alvy's jealousy.
In a flash back Alvy's ex-wife, disturbed by sounds of the city at night, lunges for her Valium (0:23)
Cocaine: Alvy admits that he has "never snorted coke." As his host explains that the drug costs $2,000 an ounce Alvy examines the container, and on touching a small amount to his nose, sneezes, sending a cloud of the expensive substance into the air (1:10).