Here it is.

Alvy: l don't think l mind analysis at all.
Annie: The question is, will it change my wife?

Alvy: Will it change your wife?
Annie: Will it change my life?

Alvy: But you said "wife."
Annie: No, l said "life."

Alvy: No, you said "wife."
Annie: "Life!" l said "life."

Alvy(to audience): She said "wife." You heard that, because you were there. l'm not crazy.