I saw this when I was very young and I haven't come anywhere near figuring out what it was. I'm almost sure it was a short film, and it revolved around a man finding a broken or fallen apart little wooden shack that looked basically like an outhouse on what I think was a beach. There is one of those weighted punching clowns sitting in the middle of it.
He puts the little building back together and then a woman comes out of it, and I think she runs off. I think this repeats a few times, with different women coming out of the little building dressed in totally different costumes and then running off, possibly with other men that come by. Finally the man enters the little building, and all the women return and reenter the little shack as well. Then the four walls fall apart and there is a new punching clown that looks like the man who had been watching the whole time.
I could've sworn the man was played by Woody Allen, but I've scoured his filmography and couldn't find anything that matched this memory. It's quite possible I've got some details jumbled, as I saw this probably 25-30 years ago.