Early one morning in August, the residents of West Halkin Street in Belgravia awoke to find lorries and traffic cones lining the road.

Camera and lighting crews were busy shifting their equipment into Mosimann’s, the private dining club, while film extras hovered around the catering truck, helping themselves to paper cups of tea. At that point the only person familiar to curious locals would have been Anton Mosimann, dapperly dressed in a smartly tailored suit and brightly coloured signature bow tie for a momentous occasion in his career. For today is the day that Mosimann’s will be immortalised on celluloid in a scene directed by one of America’s most creative and original film-makers. In short, Woody Allen was back in town.

Known for the moment simply as “Woody Allen’s Summer Project 05”, this is the second picture Allen has made in London. Filming Match Point last summer was “such a positive experience”, the director explains, “that I came back to do another”. The decision to make films in London might come as something of a shock to the director’s fans in America.

Woody Allen is, after all, the quintessential born-and-bred New Yorker, a man who has written, directed and often starred in films set in New York. Films like Manhattan and the Oscar-winning Annie Hall can be seen as great cinematic love letters to New York. For Allen to have made Match Point in Blighty (the first of his films to be made entirely out of his native city) might be considered a mere peccadillo. But now that he has returned to make a second movie here, New Yorkers surely have to accept the reality: Woody Allen is, for the moment at least, having a love affair with London.

Indeed, the suggestion by some British critics that Match Point presents a chocolate-box view of a city – complete with toffs, Thames views and even Her Majesty’s Foot Guard marching by – only emphasises the painful truth: that Woody Allen is mythologising London the way he used to mythologise Manhattan. So Big Ben gets the cameo role in this Allen movie usually enjoyed by the Chrysler Building.

The night before the Mosimann shoot, we sit and chat in the vast drawing room of the palatial house that Allen rented for his family, which with six bedrooms, a swimming pool, sauna, and garaging accommodating several cars is a rare jewel even for Belgravia. Squeals of delight come across the marble entrance hall from the kitchen, where Soon-Yi, Allen’s wife of eight years, is attending to their two daughters: Manzie (named after jazz drummer Manzie Johnson) and Bechet (named after Sidney Bechet, the saxophonist).

“My family couldn’t wait to get back to London,” Allen says, a sentiment echoed by Soon-Yi, who declares that “there’s so much special to do here for the children that I’ve managed not to duplicate anything special we did here last summer”.

There follows some enthusiastic chat about Legoland and the Tower, along with frequent excursions to nearby Hyde Park and, of course, swimming lessons for the two girls right there in their very own “spa” in the basement. It’s all very different from the comedian-turned-director’s first experiences of London back in the Sixties.

In America he had already made a name for himself, both as a stand-up comic and as a humorist, writing short stories for The New Yorker, Playboy and Esquire, along with comedy material for national TV shows, long before he achieved global fame as a director. His first trip to London was in 1964 – to consider the city as a possible location for What’s New Pussycat?, a film that Charles Feldman had hired him to write. “That title,” Allen explains, “was an opening line that Warren Beatty used when chatting up girls on the phone,” Beatty having initially been cast for the role eventually played by Peter O’Toole. In Pussycat, Allen played Victor Shakapopolis, a starving painter who took a job helping strippers dress between acts.

But Allen’s real-life existence was rather more glamorous. “I checked into the Dorchester Hotel and, as I’d never been to London before, I was quite amazed by it all,”

Allen recalls. “In those days there were only about two or three good restaurants in town. You would run into everybody you knew in those places. It made London a very friendly place.”

In the end, the movie was made in Paris, but Allen would fly back at the weekend to appear on Eamonn Andrews’s Sunday-night TV show. But it was when he returned in 1966 that Woody Allen caught the full impact of what was already being called Swinging London. Cast in Casino Royale, “a silly picture, with a lot of money wasted”, Allen found himself in London “month after month, without shooting because they were so behind schedule. They were putting me up and paying me a fat salary and I really wasn’t doing anything on the film.

However, I was having a wonderful time playing 24-hour poker games because The Dirty Dozen was also being made in town, and Lee Marvin, Telly Savalas and Charlie Bronson were here for it.”

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