Allen recreates 1930s film footage with impressive accuracy. His 'documentary' clips are convincingly grainy, scratched, and age-worn. The costumes and acting styles are also authentic-looking, making this one of the most successful fake documentary attempts since the March Of Time sequence in Citizen Kane. Only occasionally was real period footage utilised, for example when Zelig is inserted into the background during an Adolf Hitler speech; this technique predates Forrest Gump.
Zelig is, above all, a great comedy. The advanced college course, the disagreement with Freud, and the $600 Hebrew lessons are all classic Allen jokes.