I have always found Woody Allen to be an honest atheist. He does not sugar-coat his atheism in either his movies or his interviews. He does not try to convince people that atheism will make them a better person, that they will be happier if they choose atheism, or that the world will be a better place. His movies show the stark reality of seeking to live by an atheistic philosophy. Stardust Memories (1980) is an example of Woody Allen struggling to - and failing to - understand life. The closest he gets to solving the problem is near the end of the movie where he is seen resorting to existential moments of bliss to get himself through life. But the moments are short-lived and the final scene shows him back on the same train as he was on at the beginning of the movie, with the emotional and philosophic angst of the opening scene still present. The movie is one of my favourites, not for what it teaches, but for the questions it asks. They are questions that all of us must ask and they are questions that just might cause us to reach out to God. It may be a little difficult to find this older movie, but when you do find it I recommend watching it with a discerning eye. The following scenes are some of the key moments in the philosophical arc.
Many have interviewed Allen as they seek to understand his funny, yet dark, persona. Here are a few of his responses to questions about the meaning of life.
“This is my perspective and has always been my perspective on life: I have a very grim, pessimistic view of it. I always have, since I was a little boy. It hasn’t gotten worse with age or anything. I do feel that it’s a grim, painful, nightmarish, meaningless experience, and that the only way that you can be happy is if you tell yourself some lies and deceive yourself.”
“You start to think, when you’re younger, how important everything is and how things have to go right—your job, your career, your life, your choices, and all of that. Then, after a while, you start to realise that – I’m talking the big picture here – eventually you die, and eventually the sun burns out and the earth is gone, and eventually all the stars and all the planets in the entire universe go, disappear, and nothing is left at all. Nothing – Shakespeare and Beethoven and Michelangelo gone. And you think to yourself that there’s a lot of noise and sound and fury – and where’s it going? It’s not going any place… Now, you can’t actually live your life like that, because if you do you just sit there and – why do anything? Why get up in the morning and do anything? So I think it’s the job of the artist to try and figure out why, given this terrible fact, you want to go on living.”
Allen is a comedian who asks questions about the meaning of life and why we would want to go on living. This is the Woody Allen many have heard and not completely understood. This is the writer, philosopher, actor, and comedian who makes such interesting films. This is the same Woody Allen who also has said, “I don't believe in an afterlife, although I am bringing a change of underwear.”
 IMDB, Stardust Memories; http://www.imdb.com/title/tt0081554/
 "Conversations with Helmholtz,” Getting Even, Woody Allen, Vintage Books, 1978.