From The Telegraph:
'I’m very proud of my gold pocket watch. My grandfather, on his deathbed, sold me this watch.' (Woody Allen was a stand up comedian between 1964-1968, saying later that there was nothing about the lifestyle he liked.)
'My brain: It`s my second favorite organ.'
'Life is divided into the horrible and the miserable.' (What Woody Allen's character Alvy Singer says to Annie Hall (1977) in an Oscar-winning screenplay Allen co-wrote with Marshall Brickman. In the full speech, Singer says: 'Life is divided into the horrible and the miserable. That's the two categories. The horrible are like, I don't know, terminal cases, you know, and blind people, crippled. I don't know how they get through life. It's amazing to me. And the miserable is everyone else. So you should be thankful that you're miserable, because that's very lucky, to be miserable.')
'I failed to make the chess team because of my height.'
More here.