Character mistake: When Paul is looking through Annie's album, there is an article on her as a nurse. The headline has her name as Annie M. Wilkes. But, in the accompanying photo her name is listed as Annie C. Wilkes.
Character mistake: When the sheriff questions hotel clerk the clerk tells him he left in his 65 Mustang. It was in fact a 66 Mustang that went over the edge.
Answer: According to the book, she goes to what she calls her "laughing place", itself a reference to the Disney movie "Song of the South", in which Brer Rabbit sings about having a "laughing place" where he goes when he's feeling blue, to cheer himself up. We can presume Annie has some cabin or clearing in the woods where she has made her own "laughing place."