Gatsby Welles. The protagonist in Woody Allen’s new movie, “A Rainy Day in New York,” is named Gatsby Welles, though calling “A Rainy Day in New York” “new” is a tad generous; after production wrapped in 2018, Amazon Studios snapped it up for distribution and then unceremoniously dropped it after Allen stumbled on a microscope slide for contemporary scrutiny under the lens of #MeToo.