Given that Annie Hall is all about Alvy trying to figure out why Annie's the one who got away, it's fitting that the film is named after her. We're not going to say he's obsessed with her, but without Annie Hall, there's no Annie Hall. She fuels the film's entire plot.
According to some accounts, the name "Annie Hall" itself came from Diane Keaton, the actress who portrays her. Keaton's real last name is Hall and, back in the day, she sometimes went by "Annie."
And here's a Brain Snack for you, Shmooper: Screenwriters Woody Allen and Marshall Brickman originally wanted to call the movie Anhedonia, a super old-school psychiatric term that refers to the inability to experience pleasure. That's about as a catchy as a ball of thumbtacks… but that condition sure sounds like it affects a certain stand-up comedian we know.