Woody Allen opens his film Annie Hall (1977) with:

“There’s an old joke - um… two elderly women are at a Catskill mountain resort, and one of ‘em says, ‘Boy, the food at this place is really terrible.’ The other one says, ‘Yeah, I know; and such small portions.’

The joke is, as stated, an “old joke” and did not originate with Woody Allen. Bennett Cerf collected this joke from a World War II soldier and published it in the December 27, 1942, New York (NY) Times:

“Private Heimerdinger was writing a letter home to his mother. ‘The food in this camp is absolute poison,’ he complained. Then he added, ‘and such small portions!’”

Cerf’s book, Try and Stop Me! (1944), contained the joke, transferred to the Jewish mother of writer Arthur Kober vacationing in the Catskills. The joke has been told mostly by Jewish comedians ever since.


27 December 1942, New York (NY) Times, “Axis Papers Won’t Copy!: Here are some of the jokes that the men in our fighting forces are telling” by Bennett Cerf, pg. SM9:
COMPLAINT
Private Heimerdinger was writing a letter home to his mother. “The food in this camp is absolute poison,” he complained. Then he added, “and such small portions!”

3 January 1943, Salt Lake Tribune (Salt Lake City, UT), “Dear Joe—,” pg. 8C, col. 1:
Which reminds me of that soldier who wrote his mother, “The food here is absolute poison, and they’re such small portions, too.” I’ll bet he never goes hungry.

Google Books
Western Farmer
By Western Farmers Association
Item notes: v. 21 - 1943
PASS THE BISCUITS
Private, writing a letter to his mother: “The food in this camp is absolute poison,” he complained. Then he added, “and such small portions!”

Google Books
Try and Stop Me:
A collection of anecdotes and stories, mostly humorous
By Bennett Cerf
New York, NY: Simon and Schuster
1944
Pg. 127:
Kober sent his mother to a hotel in the Catskills for a vacation, but she didn’t like it much. “The food here is plain poison,” she wrote, “and such small portions!”

Google Books
The Boy in the Model-T:
A journey in the just gone past
By Stephen Longstreet
new York, NY: Simon and Schuster
1956
Pg. 167: 
“Your new-found places serve such bad food, Sari, and such small portions, too,” Gramp said.

Google Books
College Management
Item notes: v. 3 - 1968
Pg. 42:
...me a bit of the small boy who wrote home after his first week in boarding school, ‘Dear Mom: The food here is absolute poison — and such small portions!”

Google Books
The Joys of Yiddish;
A relaxed lexicon of Yiddish, Hebrew and Yinglish words often encountered in English ... from the days of the Bible to those of the beatnik
By Leo Calvin Rosten
New York, NY: McGraw-Hill
1968
Pg. 70:
“Well, to tell the truth, the food you serve here— it’s terrible. A chaloshes! And such small portions!”

Google Books
The Golden Book of Jewish Humor
By Harry Golden
New York, NY: Putnam
1972
Pg. 60: 
“The food here is terrible,” exclaimed Mrs. Feinberg as she pushed food into her mouth at the Hotel in Miami Beach. “And not only that, but such small portions, too!

The Internet Movie Database
Memorable quotes for
Annie Hall (1977)
[first lines]
Alvy Singer: [addressing the camera] There’s an old joke - um… two elderly women are at a Catskill mountain resort, and one of ‘em says, “Boy, the food at this place is really terrible.” The other one says, “Yeah, I know; and such small portions.” Well, that’s essentially how I feel about life - full of loneliness, and misery, and suffering, and unhappiness, and it’s all over much too quickly. The… the other important joke, for me, is one that’s usually attributed to Groucho Marx; but, I think it appears originally in Freud’s “Wit and Its Relation to the Unconscious,” and it goes like this - I’m paraphrasing - um, “I would never want to belong to any club that would have someone like me for a member.” That’s the key joke of my adult life, in terms of my relationships with women.

Google Books
Where There’s Smoke, There’s Salmon:
The book of Jewish proverbs
By Michael Graubart Levin
New York, NY: Kensington Publishing Corporation
2001
Pg. 68:
Two friends go to eat in a restaurant they’ve never tried before. At the end of the meal, one turns to the other and says, “The food here is terrible.” The other replies, “And such small portions.”
AUTHOR UNKNOWN

Google Books
The New York Times Guide to the Best 1000 Movies Ever Made
By Peter M. Nichols and A. O. Scott
New York, NY: Times Books
2004
Pg. 48 (ANNIE HALL:
Alvy Singer (Woody Allen) stands in front of an orangey sort of backdrop and tells us, the movie (Pg. 49—ed.) audience, the joke about two women at a Catskill resort. ‘The food,” saysthe first women, “is terrible.” “Yes,” the second woman agrees, “and the portions are so small.”