In Fly Away, a copy of Annie Hall can be seen in Jeanne's living room.
St. Elmo's Fire; When Kirby meets Dale at a restaurant, he says, "I'm gonna have the alfalfa sprouts, and a plate of mashed yeast." Dale doesn't know what he's talking about, and Kirby clarifies when they went out once before, they went and saw Annie Hall; she thinks they saw something else. (This could also be a bit of an in-joke, as Joel Schumacher, the director of the film, worked as a costume designer on a couple of Woody Allen films).
Splash: When a sales associate at Bloomingdale's sees Madison dressed up in Allen's clothes, she tells Madison the "Annie Hall" look is out.
