YouTube has a classic 1970 interview with Woody Allen who talks about his extensive experience of psychoanalysis. By the time the interview took place, he’d already spent 13 years being analysed in the classic Freudian tradition.
The interview itself is quite funny in places, as he mixes some facts about himself with lines obviously played for laughs.
Notably, he says he could never be analysed by a female psychoanalyst as he would be too shy about revealing his innermost desires.
He also talked about his experience of therapy in 2002 in a public interview recounted in an article for The Age.
He seems remarkably nonplussed about psychoanalysis on both occasions, although obviously got over his reluctance with female therapists as the interviewer on this second occasion was the Joan Collins-esque Gail Saltz.