Continuity mistake: After tennis, when Annie is driving Alvy uptown in her VW, she spots a parking space on the street and quickly pulls in behind a parked, driverless, red station wagon. Immediately, in the next shot, as they are opening the car doors to get out, they are behind a blue car. (00:27:25)
Continuity mistake: Alvy and Max are walking down the street talking about (among other things) the fact that Alvy is on his way to meet Annie at the Beekman Theater. Alvy is wearing a black or navy blue T-shirt under his button-down flannel shirt. Shortly afterwards, when he's waiting in front of the theater, he's wearing the same clothes, but the T-shirt is now gray.
Continuity mistake: The day Annie and Alvy first meet, she drives him in her car. From their POV they're about to crash against a truck, but the next shot shows them driving straight. No sign of swerving to avoid the crash of the truck.