There sure wasn't when I was last at Preservation Hall in 1975 and that was pre-CD. I had hoped that at some point in the intervening years though . . . .
At the time I was told that Allen had played with them for the tracks.
I believe the opening credits list music by "Woody Allen and..."
Great movie btw. Early Allen films are so markedly different from his later work. Before he became an acknowledged auteur, the slapstick and vaudevillian sensibility was so much more obvious. His reverence for (and debt to) the Marx brothers really stands out.