Crisis in Six Scenes centers on a husband and wife (Allen and Elaine May) whose suburban life is interrupted by an unexpected house guest (Cyrus). The preview follows the characters as they navigate the turbulent 1960s.
Allen wrote and directed the series, which co-stars John Magaro, Rachel Brosnahan, Joy Behar and Becky Ann Baker. The comedy will premiere a first and final season on Amazon Video on Sept. 30.
"It ends. It's not the kind of thing that could go on in perpetuity. It's one story," the director told The Hollywood Reporter in May. "[It's] a domestic comedy that takes place in the late 1960s. And hopefully people will find it amusing."
Allen had signed a deal with Amazon in January 2015 to develop his very first television series. Amazon Studios vice president Roy Price lauded the star at the time as "a visionary creator," although Allen himself was self-deprecating.
"I don't know how I got into this," the director said in a statement. "I have no ideas and I'm not sure where to begin. My guess is that Roy Price will regret this."
Allen last released the movie Café Society starring Kristen Stewart and Blake Lively. Cyrus came to fame on the Disney Channel series Hannah Montana and has since appeared on Two and a Half Men and in the film The Night Before.