And though one might think, with the wave of terrible publicity he went through earlier this year, that a bit of magician-like escape into a bygone era or a movie screen is just what he might prefer, Allen is doing anything but disappear.
He's not only making movies on the same famously ambitious, one-per-year schedule he's adhered to for almost half a century. He's also actively promoting his latest, the lighthearted period romp "Magic in the Moonlight," even as he's busy shooting his next movie in Providence, Rhode Island.
But anyone who expected Allen to speak further on the personal issues that arose last year - the revival of accusations by his adopted daughter, Dylan Farrow, that he abused her when she was 7 - will be disappointed. The 78-year-old director has held true to his word that he would say nothing further, following a February letter to the New York Times in which he vigorously denied the allegations.
The question does remain whether Allen's personal issues might affect the public reception of his new film, which stars Colin Firth as a cynical stage magician and Emma Stone as the young spiritualist whose magical powers he seeks to debunk. "One thing doesn't have to do with the other," says Michael Barker, co-president of Sony Pictures Classics, which releases the film on Friday.
Box office expert Paul Dergarabedian expects fans to agree.
"For fans, I think there's a total separation that occurs with Woody Allen," says Dergarabedian, senior media analyst for box-office tracker Rentrak. "Coming in, you know there's this baggage ... but his filmmaking transcends all that. His audiences seem to keep lining up for his films."
So far, reviews for the new film have been mixed. In any case, Allen himself says he long ago stopped trying to figure out how his movies will be received.
"I have no idea," he said in a telephone interview, when asked about prospects for "Moonlight."
"I'm always disappointed in each movie when I'm finished," he explained, "because there's a big difference between the fantasy you have when you're home writing the thing, and you think, this is going to be so great ... and then you actually have to execute it, and Emma Stone can't possibly walk across the room as fast as you pictured, because no human can. ... And so I'm always disappointed, and I never have an idea which ones are going to resonate with an audience."
Dergarabedian notes that big-name actors "are still lining up to work with Allen." That would include Firth and Stone, both working with Allen for the first time.
"His work has had such a specific role to play in my whole relation with movies," Firth said, "that to suddenly be invited to join the narrative a bit is thrilling."
Stone is only 25 - less than half Firth's age - but still has a connection to Allen's films. "My mom showed me 'Annie Hall,'" said the actress, who noted that her family dog is named Alvy, after Alvy Singer, Allen's role in that film.
"I was incredibly nervous," Stone said of the prospect of working with Allen. But clearly it worked out: She's now shooting his new movie, along with Joaquin Phoenix.
In "Moonlight," you could say Firth has the requisite Woody Allen protagonist role. And his character, Stanley, exudes the same cynicism about magic and spiritualism that Allen feels. "He's a magician who'd love to be proven wrong," said Allen. Especially because "he knows that life is a tough, brutal, grim, meaningless grind full of heartache and tragedy, accruing to nothing."
If that sounds sober, listen to Allen's own (abridged here) view of life:
"In the end," he said, "you realize that you're just a human being on the face of the earth, an insignificant agglomeration of cells and neurons, and eventually that expires, and eventually everything expires. It's terrifying."
Allen says the best antidote is distraction, a gift he's been trying to give his audiences for 50 years. But don't expect a happy answer to the question of whether experience makes him a better director.
"I wish that were true," he said, ruefully. "In an art form, you start from scratch all the time. You gain a little technique over the years. But inspirationally - that's in the lap of the gods.
"If I'm lucky, I get a great inspiration and it's a good film. If I'm not lucky, I get less inspired, and it's not such a good film."