The Question and Answer section for Notes from Underground is a great resource to ask questions, find answers, and discuss the novel.
Are you referring to Part one Chapter 1?
The narrator of the novel. He is a solitary being, unable to make lasting acquaintances with others. Though he is poor, he has an extremely high opinion of himself, despising others for not recognizing his moral superiority to...
It is called "Notes from the Overfed," and yes, it is written by Woody Allen. The collection of essays it can be found in is called "Getting Even." You can find the collection on Amazon.