It took me a while to get around to watching Woody Allen movies when I was younger, and I remain conflicted about supporting him financially (on a squick level rather than a Roman Polanski level), though I’ve really enjoyed his recent spate of overseas movies. But my first introduction to him was through his short humor pieces, which are uniformly uproarious. If you need persuading, check out this Times piece on the making of Midnight in Paris:
Cubbage had warmed to his theme now, and nothing would stop him. “O.K.,” he said. “Owen Wilson grabs the ear and starts running. He hails a cab and goes to Rue Bonaparte.”
“But who is Laval? And why does he want van Gogh’s ear?” I said.
“Because he’s got the other one,” Cubbage explained.
Now go out and read Without Feathers, Side Effects, and Getting Even. Or if you just have time for one short story, read “The Whore of Mensa.”