Knicks fan and pre-eminent neurotic New Yorker Woody Allen had a minor bout of claustrophobia Saturday after his team beat the Celtics. Spies said Allen was in an MSG elevator packed with VIPs — including Michael J. Fox, Jets QB Mark Sanchez, comic Ricky Gervais and Long Island Lizards chairman Andrew Murstein — when the car made an unscheduled stop. “Allen was overheard wondering aloud, ‘What if we’re stuck? What will we do? There are so many people . . . Oh my,’ ” a spy said. Luckily, the stars didn’t have to find out.