Would it kill you to know that Woody Allen is just like us? He’s got two teenage girls who listen to pop music on their iPhones. He’s always worried that something bad will happen to them. He exercises every morning but struggles to keep his weight up. (Okay. He’s not totally like us.)

He’s also 78 years old, has won four Academy Awards, has directed actors to six more wins (18 nominations), and has never missed a year releasing a film since 1977. This past weekend came No. 44, a comedy called Magic in the Moonlight. Whether it’s a hit or not doesn’t matter to him particularly, because it’s done, and there’s nothing he can do about it. He’s busy finishing No. 45 and thinking about No. 46. But so far, so good: in 17 theaters, Magic took in a very healthy $426,000.

His frequent collaborator, Marshall Brickman, co-author of such classic Allen films as Annie Hall and Manhattan Murder Mystery, tells me: “He secretes movies like honey. It’s an astonishing record. I don’t think anyone’s come close to it.”

Mr. Allen’s had some problems, but we all know about them. That’s not what this is about. Mr. Allen’s had a life since 1992, when he left Mia Farrow and subsequently married her adopted daughter, Soon-Yi Previn. It’s been 22 years. There must be something else to talk about.

There is: he’s still thinking about life and death, the end of the world, and why we’re all here. All the years with Ms. Farrow, Mr. Allen lived alone on the East Side of Central Park. He wasn’t domiciled until he married Soon-Yi and they started a family. When I meet him at his shambling, low-profile production office off of Fifth Avenue, it’s one of the first things to come up: are the big questions easier now?

“No, it only becomes more tragic,” Mr. Allen says. He’s dressed like, well, Woody Allen, compactly and neat in a button down shirt and chinos. His feathery gray hair is always a jolt because the Mr. Allen you have in your mind is Alvy Singer. But he’s really, pleasantly, the same as ever. He explains: “Because when you have more loved ones, that becomes their fate. I think these poor kids, they become aware of their mortality. When they become aware of it, it’s life changing and traumatic. I feel sorry for them, but the cold hard facts don’t change.”

How about his own vulnerability? “I worry not only about me. But that something bad won’t happen to three other people. That my wife won’t get run over, that my kids won’t die in a plane crash. I used to worry about just me and maybe one other person!”

The children are Bechet, who’s 15, and Manzie, 14. They’re adopted. Each is named for a famous jazz musician. When I met them this past spring at the opening of Mr. Allens’s Bullets Over Broadway premiere, they were incredibly normal teenage girls. Does he like having two teenage girls in the house? “No! They’re a lot of work. When they hit the teenage years they become more difficult. They’re great before then, charming. But they hit the teenage years and they become like Bonnie Parker.”

The girls and Soon-Yi have been with him most of the summer in Providence, Rhode Island, where Mr. Allen has been shooting his next film, a drama. As usual, there’s no title. But the key players are his new “it” girl, Emma Stone, Joaquin Phoenix and Parker Posey.

He’s clearly enamored of Mr. Phoenix: “He’s full of emotion and agony. If he says, ‘Pass the salt,’ it’s like the scene where Oedipus puts his eyes out.”

For years Mr. Allen worked with a close circle of actors who rotated through his movies, from Diane Keaton and Tony Roberts to Ms. Farrow, Julie Kavner, Caroline Aaron and Alan Alda. But then he started to branch out.

“I’ve been very lucky. I was thinking about this because [Elaine] Stritch died.” The Broadway legend and quintessential brassy New York broad starred in his 1987 drama, September. The two of them used to poke fun at each other: “We were at rehearsal shooting. She would come out in just her body stocking. People would say, ‘Go back inside!’ I would say, ‘No one wants to see you that way because we’re going to eat in a few minutes!’” Rim shot. “Every time I saw her we used to kid each other.

“It reminded me that I’ve worked with all these great actresses—Meryl Streep and Maureen Stapleton and Judy Davis and Penelope Cruz and Diane Keaton and Geraldine Page, Gena Rowlands, and Gemma Jones, she was fantastic, now Eileen Atkins. I’ve worked with all the great women—Marion Cotillard.”

Among the men, one offbeat choice that worked was Owen Wilson, who played the lead in Midnight in Paris, Mr. Allen’s most successful movie ever. “He was completely wrong for it when I wrote it. I wrote the character as a New York Eastern intellectual. And we’re thinking who can do this? There’s no one available, no one right. Someone said what about Owen Wilson? I said, I always loved him, but he’s a surfer in Honolulu. He’s not an Eastern intellectual. And [casting director] Juliet Taylor said, rewrite it and send it to him.’”

I interrupt him at this point. “Wait a minute! Juliet can tell you to rewrite a script?” Ms. Taylor has been casting director on 39 of Mr. Allen’s projects in a row starting with Annie Hall and including his TV adaptation of Don’t Drink the Water and his segment of New York Stories.

He laughs. “She can suggest it. She can’t order me to do it. Yes, I’m very close with Juliet. I always run my scripts by her and she’s always giving me feedback.”

What if Mr. Wilson had turned it down?

“Then I would have a version rewritten for no reason. But to rewrite it wasn’t so hard. I just had to rewrite it as a Hollywood scriptwriter, a big success but it meant nothing to him, who went to Paris and regretted that he hadn’t stayed there.”

Midnight in Paris kicked off a succession of hits that no one, including Mr. Allen, would have expected at this point in his long career. To Rome with Love followed and did very well. Then Blue Jasmine, a drama that captured the zeitgeist of a society confused about money, possessions, wealth and sanity. Cate Blanchett won the Oscar for Best Actress. Mr. Allen says: “I thought when I was writing it if I could get Cate Blanchett I would be very lucky. There aren’t a lot of actresses who can go that deep. She can.”

Did he give her a lot of direction? “I gave her some direction. But to say you direct Cate Blanchett, she’s one of the great actresses in the world. She and Meryl Streep. There’s two or three, and she’s one of them. I thought it was like when I hired Anthony Hopkins. That I could just phone it in.”

His method of directing—or lack thereof—is always an issue. Both Colin Firth and Ms. Stone claim they were very much directed in Magic in the Moonlight. When I tell Mr. Allen that, he almost blushes. “Then I was tricking him! You’ve seen Colin like this. I have nothing really to direct with Colin. He is that elegant, handsome Englishman.

“He’s a very, very skillful actor. You can see it in The King’s Speech. Here he’s a charming leading man. There he’s the mumbling, stuttering king. He’s great in both of them. And she’s”—he indicates Ms. Stone—“a natural movie star. She’s a movie star. She’s beautiful,” he says, “in an interesting way.”

That brings us to Magic in the Moonlight. It’s set in 1928, when psychics were all the rage. Great magicians like Houdini were deployed to debunk them. That’s the character Mr. Firth plays. Emma Stone is the psychic. Eileen Atkins plays Mr. Firth’s aunt, and almost steals the movie in a scene where she persuades Mr. Firth that he’s in love with Ms. Stone. Magic turns up a lot in Woody Allen movies, starting with Kenneth Mars in Shadows and Fog. Mr. Allen played a magician in the under-appreciated Scoop with Scarlett Johansson. As a child, Mr. Allen was an amateur magician.

“I bought tricks and did them. I was interested in sleight of hand. I always read a lot about magic. I would do the tricks, put the cigarette in my mother’s silk handkerchief. It wouldn’t work. The guys who do it are constantly practicing. David Blaine, Ricky Jay. David Blaine told me he and a friend went to the card factory and had special decks of cards made with the perfect weight and thinness.”

Alas, despite magic being a big part of his films, Mr. Allen is realistic. “There’s no magic, unfortunately … And there are no psychics.”

As a stand-up comic in the mid-1960s, Mr. Allen could never have foretold that this would be his fate. But he always loved jazz, even then, playing the clarinet. Nowadays he does it with his band on Mondays at the Café Carlyle. There are big differences. Back then, Mr. Allen tells me, he carried at least 20 jazz LPs with him on the road as he made his way from Chicago to San Francisco to Detroit.

“I’d carry a lot of albums with me for variation. They were always New Orleans jazz, Louis Armstrong, Sidney Bechet … When I got to a town, I’d buy a record player. When I was done, I’d leave it in St. Louis, or wherever … it was too heavy to carry a record player from town to town.”

Now, he actually carries an iPhone loaded with music. “My assistant programmed into the music thing 120 jazz tunes into it. Now when I go out of town, I put the earphones on and it’s great.”

The iPhone is only for music and/or making and taking calls. He doesn’t email or surf the web. Ms. Stone, he says, recently showed him how to text. “I’m so untechnical. I don’t have a word processor. I still have my typewriter, the Olympia portable.” When I mention clips of him on YouTube, he shrugs. He’s never seen it. His daughters, however, are appropriately tech savvy. He says, sounding like every other parent, “They’re on their phones obsessively. And their mother catches them at 12:30 at night. It drives her crazy.” What do they listen to? “Something called One Direction,” he pauses, thinking, “and Katy Perry, and Rihanna.” Does he ever listen? “They have earphones. It’s their music, their generation.”

He rarely wanders out of his comfort zone. And when he does, it’s not always successful. He was ambivalent about turning Bullets Over Broadway into a live stage show. Now it’s closing on August 24 after a disappointing 156 performances. “I thought, it will open, I’ll make money in my sleep!” Is there such a thing? “No, not for me … I’ll never understand why some shows have huge audiences.”

Mr. Allen says he’s always had trouble drawing a live audience. “Even when I was a comic, I’d be on the Johnny Carson show, I’d take over the Johnny Carson show, I’d host it and promote and promote. The next week I’d go to Vegas, and they’d start moving around the potted plants to make the room look smaller. And they’d move them in so it didn’t look so empty. I’ve never been a draw in my life, in any medium … my record album came out when Newhart, Shelley Berman, Cosby, Mort Sahl, Nichols and May [all had hits]. And I was a hot comic at the time. Very disappointing.”

The audience thing is not completely true. There was a time when the opening of a Woody Allen film was an event in New York. Fans lined up around the block to see the auteur’s films at the Coronet, Baronet and Beekman theaters in the late ’70s through the mid-’80s. It was a phenomenon.

“I was aware that in those theaters I did very well. Sometimes, my movies were only playing in those theaters. Then they went to Queens, Staten Island and did okay. By the time they got to Yuma and Tulsa, they weren’t doing so well.”

It was Mr. Allens’s halcyon era in New York—playing the clarinet at Michael’s Pub, eating at Elaine’s. “She was a loyal friend,” he says of the late restaurateur Elaine Kaufman. “There was a period when I had dinner there every single night for 10 years. I was loyal to her. I used her place for several movies. I used Elaine’s in Celebrity, Manhattan, always Elaine’s. And that was a home for a while.” When Kaufman celebrated her restaurant’s 45th year in 2008, Mr. Allen, wife Soon-Yi and daughter Bechet arrived on the button at 8 p.m. and stayed for hours, much to Kaufman’s delight.

Three years later, Kaufman and her eatery would be gone. And when Midnight in Paris screened in Cannes, people went wild. At the dinner in the Palais des Festivals following its official showing, I asked Mr. Allen if he’d known this would happen. I can still remember him saying, very meekly, “No, it was just an idea on a piece of paper …” He was shocked. There’s simply no way to calculate or manufacture a hit.

“It’s a complete surprise,” he says, if a film takes off. “And I live with it for a year. Right now I’m shooting a picture with Emma and Joaquin Phoenix. I see them every day, we shoot and reshoot, it’s agonizing work, we edit and do the music and the mix, you don’t know … I don’t know if people are going to say, ‘Are you kidding? This is the worst thing I’ve ever seen.’”

When Midnight broke records, “I was pleasantly surprised. People were coming in abundance. All over the world. I didn’t think anyone would come to Blue Jasmine. I thought that kind of picture would not be popular. A serious picture is an uphill fight. Just like a serious play is a brutal fight on Broadway.”

He has not worked alone on the 44 films. Besides Ms. Taylor, his closest associates have been the cinematographers: Carlo Di Palma, Gordon Willis, Sven Nykvist—all now deceased—and more recently Darius Khondji. It hasn’t always been easy getting everyone on the same page.

Mr. Allen recalls: “Gordon Willis”—who shot seven of his films (Annie Hall, Manhattan, Zelig) as well as The Godfather trilogy—“worked very differently than I liked to work. But it was not that comfortable. I accommodated him. He was very detailed and meticulous. He’s very professional. He wanted to rehearse so he knew [what was going to happen].

“Carlo was a happy-go-lucky guy. Carlo was like me, he didn’t know what we were going to shoot until we got there. He was an artist, with a vision. But he didn’t know what he was doing. For Everyone Says I Love You, Carlo had lit everything on the other side of the Seine from Notre Dame—he used every light in Paris. Then you get Sven Nykvist, he’s fast, with no lights, and it’s beautiful. Carlo makes it beautiful with all the lights in Paris. Darius was such a dedicated artist for MIP he researched the filaments and street lights. I said, ‘It looks marginally different.’”

He worries that as a filmmaker, he hasn’t influenced anyone. Unlike Martin Scorsese, for example, Mr. Allen says he rarely reads about young directors getting their inspiration from him. Only one: Nora Ephron, who wrote When Harry Met Sally. “She said, ‘You always say no one’s influenced by you but what about me?’ But she’s the only one. And that movie probably did better than Annie Hall.” It’s ironic to him, too. “Annie Hall I think was the lowest earning Oscar winning.” Up til then it was.

As much as Annie Hall makes other people’s best of lists, it barely makes Mr. Allens’s list. When I ask him to name his favorites of his films, his first answer is: Purple Rose of Cairo. He says he likes about 12 of the 45 films, and continues: “Husbands and Wives, Midnight in Paris, Match Point, Zelig,” come out immediately. That’s five. Now what? He adds “Vicky Cristina Barcelona, Blue Jasmine, Broadway Danny Rose.” We’ve got eight. “Annie Hall?” I ask. “Yeahhhh.” Then he remembers the ones he wants: “Manhattan Murder Mystery, Bullets Over Broadway.” He makes no mention of popular favorites like Manhattan or Crimes and Misdemeanors or Hannah and Her Sisters.

Even though he is regularly nominated for Oscars, and he’s directed many actors to Oscars, Mr. Allen is a not member of the Academy and doesn’t vote a ballot. He’s only attended the Oscars once, in 2002, after 9/11, to promote New York. “I’m not a person who believes in awards. I don’t think it’s a right thing to give awards. I think they could say ‘These are our favorite films.’ Crash is better than Brokeback Mountain?”

Was it, I ask?

He replies: “I don’t know. I didn’t see them.”

He claims never to have watched a DVD screener. The only time he’s seen new movies has been from a print, in his small screening room. He did see Wolf of Wall Street. Argo is a vague memory. How about the Coen brothers? They’re sort of like young Woody Allens gone askew—quirky, Jewish, transplanted New Yorkers. Mr. Allen tells me he didn’t see Inside Llewyn Davis, which vaguely covered a time and place he knew—Greenwich Village, 1960. But he adds quickly, “I thought Fargo should have won the Academy Award and not The English Patient.”

Earlier this year, in an effort to derail Ms. Blanchett’s Oscar campaign, a couple of anonymous complaints turned up in the tabloids about Mr. Allen not using black actors. He’s horrified when I bring up the subject. We talk about the new generation of wonderful black actors like Viola Davis and wonder if they’ll ever be cast in a Woody Allen film. He doesn’t hesitate to respond: “Not unless I write a story that requires it. You don’t hire people based on race. You hire people based on who is correct for the part. The implication is that I’m deliberately not hiring black actors, which is stupid. I cast only what’s right for the part. Race, friendship means nothing to me except who is right for the part.”

I ask him why, by the way, Chris Rock appeared in Robert Weide’s PBS documentary about him last year? Are they friends? “He loved my work. When I got married to Soon-Yi he bought me a wedding present,” Mr. Allen reports, surprised and grateful. “When I ran into him in Rome, we took him out for dinner.” He adds: “I’m friendly with Spike Lee. We don’t socialize, but I don’t socialize with anyone.” There’s a punchline: “I don’t have white friends either.”

He does have heroes, however. Mr. Allen is still obsessed with Bob Hope, for example. “I just finished reading this wonderful biography of Bob Hope, by Richard Zoglin. For me it’s a feast. Full of funny lines, quotes you can hear Hope saying them. I would love to make a Bob Hope movie, even an homage to Hope called Hope Springs Eternal, but I fear no one would see it. I’m always defending him to people.”

Modern comics don’t interest him much. He draws a blank when I ask about Jerry Seinfeld. “What I’ve seen of Seinfeld and Louie C.K. I’ve liked,” he says, but TV eludes him other than news and Knicks games. He says he can’t keep up with The New Yorker—“it comes so fast.” But when I mention Paul Rudnick and Andy Borowitz, that he knows. “I find those guys funny definitely.”

What’s a typical Woody Allen day like? He writes not long after he gets up. He uses a treadmill for exercise. “Exercise trumps diet,” he says. He can brag. “Someone just found my driver’s license from when I shot Take the Money and Run in San Francisco.” That’s 45 years ago. “I’m the same weight. I try and gain weight. I switched from wine to beer 10 or 15 years ago. I heard beer is a fattening drink. I have a couple of beers every day.”

Traditional New York food? He doesn’t like bagels! And deli? “I haven’t had a hot dog in at least 15 years. I’ve had a corned beef sandwich once every 25 years.”

His one vice?

“Chocolate malteds—I make them so brilliantly. It’ll kill you, though. You have to put in quite a bit of malt. More than you think. More is more than the traditional amount. If I make it for you, you will die. I make it with half and half, a certain amount of ice cream—vanilla ice cream—chocolate syrup—but you know, they kill you. I used to have two, three a day with impunity.” And his one health issue? “I had glaucoma in my right eye,” he says. What was it like, I asked this very funny man, a man whose work, whose life, has shaped New York sensibilities for more than four decades, to have had your cataracts fixed recently. “It’s like you moved out of Sweden.”

Roger Friedman has covered the entertainment industry for over 25 years and is the founder of Showbiz411.com.