Technically, the film marked an advance for the director. He selected Gordon Willis as his cinematographer—for Allen "a very important teacher" and a "technical wizard," saying, "I really count Annie Hall as the first step toward maturity in some way in making films." At the time, it was considered an "odd pairing" by many, Keaton among them. The director was known for his comedies and farces, while Willis was known as "the prince of darkness" for work on dramatic films like The Godfather. Despite this, the two became friends during filming and continued the collaboration on several later films, including Zelig, which earned Willis his first Academy Award nomination for Best Cinematography.
Willis described the production for the film as "relatively easy." He shot in varying styles; "hot golden light for California, grey overcast for Manhattan and a forties Hollywood glossy for ... dream sequences," most of which were cut. It was his suggestion which led Allen to film the dual therapy scenes in one set divided by a wall instead of the usual split screen method. He tried long takes, with some shots, unabridged, lasting an entire scene, which, for Ebert, add to the dramatic power of the film: "Few viewers probably notice how much of Annie Hall consists of people talking, simply talking. They walk and talk, sit and talk, go to shrinks, go to lunch, make love and talk, talk to the camera, or launch into inspired monologues like Annie's free-association as she describes her family to Alvy. This speech by Diane Keaton is as close to perfect as such a speech can likely be ... all done in one take of brilliant brinksmanship." He cites a study that calculated the average shot length of Annie Hall to be 14.5 seconds, while other films made in 1977 had an average shot length of 4–7 seconds. Peter Cowie suggests that "Allen breaks up his extended shots with more orthodox cutting back and forth in conversation pieces, so that the forward momentum of the film is sustained." Bernd Herzogenrath notes the innovation in the use of the split screen during the dinner scene to powerfully exaggerate the contrast between the Jew and the gentile family.
Although the film is not essentially experimental, at several points it undermines the narrative reality. James Bernardoni notes Allen's way of opening the film by facing the camera, which immediately intrudes upon audience involvement in the film. In one famous scene, Allen's character, in line to see a movie with Annie, listens to a man behind him deliver misinformed pontifications on the significance of Fellini and Marshall McLuhan's work. Allen pulls McLuhan himself from just off camera to personally correct the man's errors. Later in the film, when we see Annie and Alvy in their first extended talk, "mental subtitles" convey to the audience the characters' nervous inner doubts. An animated scene—with artwork based on the comic strip Inside Woody Allen—depicts Alvy and Annie in the guise of the Wicked Queen from Snow White. Although Allen uses each of these techniques only once, the "fourth wall" is broken several other times when characters address the camera directly. In one, Alvy stops several passers-by to ask questions about love, and in another he shrugs off writing a happy ending to his relationship with Annie in his autobiographical first play as forgivable "wish-fulfillment." Allen chose to have Alvy break the fourth wall, he explained, "because I felt many of the people in the audience had the same feelings and the same problems. I wanted to talk to them directly and confront them."