What was going on when I was born?

THE set designers needed a mansion for shooting ''Annie,'' Columbia Pictures' film version of the long-running Broadway musical. But not just any mansion. The director, John Huston, wanted one that could easily house the film's eccentric billionaire, Daddy Warbucks, and copies of such colossal status symbols as Rembrandt's ''Night Watch,'' the ''Winged Victory'' and, of course, the Venus de Milo. For months nothing appropriate turned up. The best houses had long since become museums and, according to Dale Hennesy, the production designer, others, like the familiar palaces of Newport, R.I., had lost their ability to dazzle by appearing in too many films and television commercials.

IVY LEAGUE ARE INVESTIGATED By JAMES BARRON Athletes at several Ivy League universities received gifts or favors over a period of years, according to officials in the Ivy League, and the schools are investigating whether, as a result, there was a violation of rules governing athletes. The schools themselves are not accused of any wrongdoing. A. Bartlett Giamatti, the president of Yale, and officials at Princeton, Harvard and Dartmouth said the investigations into the source of the gifts and favors centered on a man who was not an Ivy League graduate. The universities are looking into, among other things, free meals and expense-paid trips that the man reportedly arranged for athletes and other students at the four schools. The man, whose name was not disclosed by Ivy League officials, also reportedly hired athletes for jobs that entailed nominal work.

''The position of the United States on the subject of Communist participation in the governments of our allies is well known.

Amid intensive behind-the-scenes maneuvering, the state's Financial Control Board threatened yesterday to withhold full approval of New York City's 1982 budget because of concerns about the Transit Authority's large operating deficit. After trying to work out a settlement with state and city officials, the board postponed its regular meeting today, rescheduling it for next Tuesday, the last day of the city's 1981 fiscal year. Without approval from the board, the 1982 budget supposed to take effect next Wednesday would lack the required certification from the city's principal fiscal monitor. Several officials involved in yesterday's city-state negotiations said that by postponing acceptance of the city's $14.7 billion budget, the Control Board sought to pressure the Legislature to come up with a long-term solution to recurring mass-transit deficits.

The United States, West Germany and Japan agreed yesterday to abandon a cooperative $1.55 billion coal liquefaction project that less than a year ago was hailed by Department of Energy officials as a centerpiece of the nation's drive to reduce dependence on imported oil. The synthetic fuel plant, which was to have been built in Morgantown, W.Va., was to have converted 6,000 tons of high-sulfur coal into 20,000 barrels of oil and gas daily using a process developed by the Gulf Oil Company. Gulf joined with a Japanese consortium led by Mitsui and Ruhrkohle A.G. of West Germany to form SRC International Inc., a venture that was to have provided $100 million for the project and served as prime contractor. The Governments of West Germany and Japan each agreed to cover 25 percent of the costs, and the United States was to pay the remaining 50 percent.

It intends, for the first time under the present regime, to share with foreign corporations both the ownership and management of a luxury tourist resort on the island of Cayo Largo, off Cuba's southern coast, where a free port comparable to those in the United States Virgin Islands is to be set up. It also quietly established, about a year ago, a fast-growing commerical trading company, Commercial Muralla, which is trying to buy and sell products ranging from frozen cattle embryos to cement for cash, bypassing Cuba's usual state trading channels. And, according to reliable sources, one Cuban official told Canadian executives in March that Havana was so eager for hard currency - not available from Communist-bloc trading partners - that artificially low production figures were being reported to Moscow, so undeclared surpluses could be sold to the West for cash. Need for Access to West These developments, according to some Western diplomats in Havana, underscore Cuba's determination to put more flexibility in its own economy and to gain better access to Western products, markets and financial resources, despite the United States trade embargo, which was imposed in February 1961 in response to Cuban confiscation of United States property and growing hostilities between the two countries.

Kenneth Gelman, marketing research director for the Manufacturers Hanover Trust Company, used to have an easy job. When the bank wanted to bolster its deposits, he took the census data, found a growing neighborhood, and stuck in a new branch. ''Now that the city is shrinking, I have to worry about where to sell the products that we have,'' Mr. Gelman said. Since the 1970 Census, Mr. Gelman's client base has not only diminished, but the remaining households can no longer be easily categorized.

House Democratic leaders today thwarted President Reagan by agreeing on procedures for a floor vote that both Democratic and Republican leaders said would imperil the prospects for House adoption of the White House package of budget cuts. The Democrats rejected the President's request that the House be allowed to vote on his package as a single entity. Instead, the Rules Committee voted this evening to ratify the Democratic leaders' decision and send the Administration package to the floor in five separate amendments. The party-line vote was 11 to 5.

"In light of declining enrollments, budget cuts and the loss of state aid, we feel this is an appropriate time to adopt a policy of nonresident tuition students," Dr. Ernest B. Fleishman, Superintendent of Schools, said yesterday. While individual public schools in Westchester County and in New Jersey have accepted tuition-paying nonresident students, the new Greenwich policy is the first known instance in the New York metropolitan area in which an entire school system has opened its doors to virtually any student from the state or other states. While 25 paying students, from kindergarten to the 12th grade, will be accepted in the first year, Dr. Fleishman has been authorized by the Board of Education to accept as many students as the underutilized schools can accomodate. The only condition is that the number of outside students does not increase to the extent that a larger staff would be required. That figure has not been determined.

Attorney General William French Smith, in a speech outlining the antitrust philosophy of the new Administration, said today that ''bigness in business does not necessarily mean badness'' and that efficient, competitive markets would inevitably lead to the demise of some companies. The speech was the latest in a series of events here suggesting that the Government in enforcing the antitrust laws would be more sensitive to concerns long expressed by business. Mr. Smith, speaking at the annual meeting of the District of Columbia Bar, said that antitrust officials in past Administrations had sometimes pursued ''misguided and mistaken'' policies that actually discouraged competition. ''For example,'' he said, ''some have argued that competition is synonymous with a large number of competitors. Economic reality, however, is more complex. In some industries, competition yields a large number of competitors - in others, only a few - depending upon the economies of scale, distribution costs and other factors.''

The nation's Big Three auto makers today reported a 7.6 percent decline in sales for the June 11-20 period from the low levels of the comparable 1980 period. The seasonally adjusted annual selling rate fell to 5.2 million domestic units, a significant drop from the 6.2 million rate reported in the first selling period in June and below the 5.8 million rate of last year at this time. Sales increases over last year's depressed auto market had averaged about 9.2 percent in each 10-day selling period since late April. Results Surprise Analysts Industry analysts expressed surprise and disappointment with the results. Some said that consumers were still rebelling against high car prices or might be waiting for Federal tax cuts before making major purchases.

In the old days of a few years ago, executives of newspaper chains traveled around the country buttonholing the proprietors of local independent papers. Join our stable of dailies, was their call. As they carried out their work, executives from Knight-Ridder might bump into emissaries from Times Mirror or somebody from Newhouse. Times have changed. Though the thinning supply of independent papers continues to be pursued, these newspaper leaders are probably more apt to collide with each other coming out the doors of cable television companies. Just as newspaper groups were among the first to invest in television several decades ago, now they are increasingly sinking eye-opening sums of money into cable systems, which loom as at least partial rivals to the papers now hurled onto stoops.