Continuity mistake: After Annie tells Paul she knows about his superstitions and that there is only one manuscript, when Annie holds the single match and box of Diamond matches, which have a distinctive blue and red top, the matchbox faces the opposite way between the shot facing Paul and the next shot facing Annie. (00:36:05)
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 Buster flies over Annie's house, there's a shot of the house from outside and the roof is covered in snow. The shot from the helicopter, the amount of snow changes, including a couple sections being nearly void of snow. There are also a lot of extra tire tracks. (00:38:00)
Continuity mistake: When Annie is shaving Paul, she doesn't shave his chin, but, a second later, his chin is shaved.
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 the sheriff looks at the last newspaper article about Annie, the caption reads "There is a higher justice than that of man..." Then when it zooms in on the caption it is switched to "There is a justice higher than that of man..." (The 2nd one matches the Misery book quote). (01:25:00)
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."