Moral Dilemma
We see Judah struggle in the film with his choice of having to kill Dolores in order to get rid of her. He is so frightened that his wife will find out that he is willing to kill the woman who's been threatening to destroy his life. Ben, who is a Rabbi, asks him if he is able to live with knowing that he committed a murder. The weight that Judah gives to the issue is unbalanced. He is more afraid of the consequences of people finding out than his eternal life and Allen makes sure to bring this forth as it is a very real conundrum that people place themselves into when fear overtakes them, and they believe their reputation is more important than a human life.
Religion
We see throughout the film that religion is a significant theme in the story. Allen brings religion in from the standpoint of the Jewish people, even having a Rabbi play a character that lends moral guidance to Judah. We also see that Cliff is creating a documentary on a man who discusses life from the standpoint of God. Allen is sure to look at the subject from the standpoint of the Law. The director wants people to look at an issue from whether it is right and wrong. This film is about the black and white of our choices and how we, people, are the ones who make issues gray by playing God ourselves to make a wrong a right. This issue is made clear in Judah's story of choosing to have Dolores killed. He seeks advice from Ben his Rabbi friend and yet chooses to let his brother, Jack do what he does which is the dirty work, all of the ugly things Judah won't do for himself.
Adultery
The reason for the moral dilemmas in the film is due to adultery and the urge to commit adultery. This is seen in Judah and Cliff respectively. Woody Allen brings the issue front and center as the cause of the guilt for Judah, not because he's committed adultery but because he's gone so far that the only way to resolve his indiscretions is murder. Judah sees that he is the problem but not until he has gone too far and taken a life.
Cliff on the other hand wants to have an affair with Halley, and isn't overly cautious about how he hides it from his wife. He's focused on their marriage being bad because they haven't slept together in nearly a year so he is thinking in the sense of physical passion, directing his energy towards a new woman rather than attempting to create a better marriage with Wendy, his wife.
