I actually thought (and still do) that The Sleeper was very funny when I saw it as a kid. Since then, I've never been what I would describe as a Woody Allen film enthusiast (except Manhattan and Annie Hall). But then I heard The Moose Story on the radio while driving away from Toronto, and it was fantastic. It turns out before Mr. Allen got into film making, he did some of the best stand-up comedy work of all time.

From an interview with Chuck Jones:

“Woody Allen was wonderful until he tried to become Ingmar Bergman, and that's a pity, because there aren't enough talented comics around.”

• Standup Comic
  
  Brilliant. Must have. I mean you really must have this. I've personally recycled at least 90% of this CD in my own jokes. There is a 2 CD import, and there is a shorter one in which someone has gone in and trimmed it to one long CD. [hemingway bit] [appliances bit]
  
  “Throw the kid out, the FBI says, and give us your guns and come out with your hands up" The kidnappers say, "We'll throw the kid out, but let us keep our guns and get to our car." The FBI says, "Throw the kid out, we'll let you get to your car, but give us your guns." The kidnappers say, "We'll throw the kid out, but let us keep our guns, we don't have to get to our car."
  
  
• This site has the entire transcript of this performance. Unreal. And not only that, but actually seeing the stuff written out is very interesting if you're interested in the relationship between written and spoken humor.
  
  
• An Epidemic of Woody Allen