I liked her in Play It Again Sam.  In Annie Hall I always felt it was an overdone Katherine Hepburn imitation.  In fact of all the Allen movies, though I sometimes enjoy that one I also think it's maybe the most overrated.  But it is nice to see a women who can wear a button down...I haven't seen that on a regular basis since the concentrated environment of my college.

Of a more recent vintage, I saw Book Club at the cinema a few years ago. Keaton, Jane Fonda and Andy Garcia.

One of the most torturous experiences of my life.

Sadly, all too true.  Even visiting certain shops have this effect on us.  Nostalgia can have its uses but it can also be a dangerous thing, distracting us from whatever might lie ahead. 
I became captivated by Myrna Loy, by Jean Arthur, by Ruby Keeler.  As you say, all gone, all dust.  I remember meeting Eunice Gayson and finding myself disappointed that she wasn't a gorgeous, long-legged brunette but a little old lady with a hat and glasses.  Stupid.  Now she's gone, too. 
I have wondered what James Dean might look like now.  I guess the fact of how he lived and died ensured that his spell/shadow would endure.  When we were eighteen it was him, Clift, Brando that we looked to. 
Nothing wrong with a little morbidity now and then.  A GP told me I was born melancholy.