Continuity mistake: Just after Annie burns Paul's book, she gives him his 2 pills. When she hands them to him, he looks at them close up to the camera - check out his thumbnails. They look very short and bitten down to the core. But if you check out scenes just after, or even just before they look longer and normal.
Other mistake: When James Kahn is reading the scrapbook and finds a newspaper article, Anne M. Wilkes is printed in the newspaper title, but a photo to the right of the article shows "Anne C. Wilkes" as the name below the photo.
Other mistake: When Annie forces Paul to burn his new book, she puts charcoal lighter fluid on the draft of his new book. She then adds more to some pages inside the book. The words on the inside page are not a fictional story but a review of the movie Say Anything by Cameron Crowe.
Continuity mistake: During the rainstorm, it shows snow on the roof of the house. The next shot of the rainstorm still has the same amount of snow on the roof - some should have been washed away.
Continuity mistake: When Paul is dining with his agent at the end, after he puts his book down, he picks up a menu. But when the camera angle changes to face him, his hand is empty.
Continuity mistake: When Annie is shaving Paul, she doesn't shave his chin, but, a second later, his chin is shaved.
Continuity mistake: When Paul complains that the paper smudges, Paul types seven letters on a piece of paper to prove it. In the next scene, we see the word he typed was "smudge" which only has six letters.
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."