Dick Cavett recalls Woody Allen’s improvisation skills that rival the best of those of his peers and Woody improvises a sketch on ‘The Punatorium’ from The Dick Cavett Show. Woody Allen: A Documentary premieres nationally Sunday, November 20 from 9-11 p.m. and Monday, November 21 from 9-10:30 p.m. on PBS (check local listings) as part of the 25th anniversary season of American Masters.