Apparently it's Windsor Elongated from searching on Google. I've never watched a Woody Allen film to the end myself zzzzzzzzzzzzz.
http://www.identifont.com/show?A94
He always uses Windsor - he insists on it.
Not just his movies, but everyone of his books.
It's in his contract with Random House.
Hello!! Does anybody know what is the Woody Allen's films font? The used for the credits of all his films. It's always the same with small variations between old films and the new ones. Or another very simillar. Thanks!