Is everyone missing this?
I see frequent mentions on the Zelig boards of Woody Allen's "recreation of a 'vintage documentary style'" and so forth. But wait! The Zelig documentary is a contemporary one (or at least contemporary for 1983). Commentators like Susan Sontag and Saul Bellow participate, and in COLOR I might add.
So the Zelig 'doc' is composed of current commentary intercut with volumes of archival footage, stills, newsreels, classic movies, and perhaps earlier docs, all shot or manipulated by Allen for this movie, and each part made with its own appropriate technical and stylistic methods. Notice that the footage from the "The Changing Man" feature film has a totally different tone and image quality than the "Chameleon" dance craze footage, then compare these to the "White Room" sessions with Eudora Fletcher or the newsreel interview with Dr. Fletcher's mother. Miles apart.
Thematically, Zelig is rich and diverse. Technically its astonishing. Allen's (and DP Gordon Willis') trick was not recreating the feel of an "old-time documentary," instead it was using and synthesizing a whole plethora of different techniques and styles into a single cohesive narrative.
If Zelig has a gimmick, it's taking the tactics of the "News on the March" segment from Citizen Kane and turning them into 79-minute feature film, but this is hardly a convenient shortcut to get some cheap laughs. Allen's damn good and he's also dedicated; Zelig is a testament to this.